+132.2%
PSX vs UPRO
+210.8%
-78.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | -13.1% | -8.7% | -4.4% | -11.6% |
| 30D | -9.5% | -16.9% | +7.4% | -6.2% |
| 3M | +20.2% | -15.3% | +35.5% | +23.8% |
| 6M | +44.9% | -5.7% | +50.6% | +44.3% |
| YTD | +94.4% | +12.1% | +82.3% | +83.2% |
| 1Y | +83.1% | +16.4% | +66.6% | +70.0% |
| 3Y | +132.2% | +210.5% | -78.4% | +57.0% |
| All | +132.2% | +210.8% | -78.7% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling