+51.4%
PYPL vs UPRO
+1,356.2%
-1,304.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -4.9% | -0.9% | -4.0% | -4.5% |
| 3M | +28.9% | +1.9% | +26.9% | +26.7% |
| 6M | +18.2% | +33.1% | -14.9% | +2.4% |
| YTD | -5.0% | +31.8% | -36.8% | -17.4% |
| 1Y | -18.8% | +48.3% | -67.1% | -33.2% |
| 3Y | -12.6% | +221.5% | -234.1% | -52.0% |
| 5Y | -80.8% | +136.7% | -217.5% | -88.7% |
| 10Y | +49.9% | +1,179.2% | -1,129.3% | -63.9% |
| All | +51.4% | +1,356.2% | -1,304.8% | -65.0% |
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 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