+137.1%
PSX vs UPRO
+240.0%
-102.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +4.5% | +0.1% | +4.5% | +4.5% |
| 30D | +26.6% | -0.9% | +27.5% | +26.7% |
| 3M | +39.3% | +1.9% | +37.3% | +37.8% |
| 6M | +56.8% | +33.1% | +23.7% | +43.8% |
| YTD | +101.8% | +31.8% | +70.0% | +84.9% |
| 1Y | +99.6% | +48.3% | +51.3% | +75.0% |
| All | +137.1% | +240.0% | -102.9% | +61.0% |
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