+345.0%
PSX vs UPRO
+137.3%
+207.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +44.4% |
| YTD | +101.8% | +31.8% | +70.0% | +85.8% |
| 1Y | +99.6% | +48.3% | +51.3% | +77.4% |
| 3Y | +140.3% | +221.5% | -81.1% | +71.8% |
| All | +345.0% | +137.3% | +207.7% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling