+55.0%
PYPL vs UPRO
+1,114.9%
-1,059.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | -0.5% |
| 7D | -1.2% | -3.8% | +2.6% | -0.1% |
| 30D | +6.1% | -8.9% | +15.0% | +9.6% |
| 3M | +1.1% | -7.4% | +8.5% | +3.5% |
| 6M | +32.7% | +1.6% | +31.2% | +29.2% |
| YTD | +2.8% | +23.2% | -20.4% | -9.0% |
| 1Y | -10.8% | +21.2% | -32.0% | -20.6% |
| 3Y | +9.8% | +230.8% | -221.0% | -41.5% |
| 5Y | -70.2% | +106.7% | -176.9% | -81.8% |
| All | +55.0% | +1,114.9% | -1,059.9% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling