+9.7%
PYPL vs UPRO
+210.8%
-201.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | +3.9% | -8.7% | +12.6% | +7.2% |
| 30D | +7.8% | -16.9% | +24.7% | +15.1% |
| 3M | -0.7% | -15.3% | +14.6% | +5.2% |
| 6M | +28.8% | -5.7% | +34.5% | +29.5% |
| YTD | +2.4% | +12.1% | -9.7% | -4.8% |
| 1Y | -9.6% | +16.4% | -26.0% | -17.5% |
| 3Y | +9.7% | +210.5% | -200.9% | -41.5% |
| All | +9.7% | +210.8% | -201.2% | -41.5% |
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 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