+65.4%
PYPL vs UPRO
+1,224.6%
-1,159.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.0% | -5.6% | -1.7% |
| 7D | +2.2% | -0.9% | +3.0% | +2.0% |
| 30D | +8.1% | -11.4% | +19.6% | +13.1% |
| 3M | +1.9% | -10.9% | +12.8% | +6.2% |
| 6M | +33.1% | -0.5% | +33.7% | +30.9% |
| YTD | +3.8% | +19.9% | -16.1% | -6.9% |
| 1Y | -8.3% | +24.2% | -32.5% | -19.2% |
| 3Y | +11.9% | +236.9% | -225.1% | -40.4% |
| 5Y | -70.4% | +96.6% | -167.0% | -81.3% |
| 10Y | +47.2% | +1,091.6% | -1,044.4% | -63.7% |
| All | +65.4% | +1,224.6% | -1,159.2% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling