-5.4%
REGN vs UPRO
+220.4%
-225.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.0% |
| 7D | -5.6% | -2.5% | -3.0% | -5.1% |
| 30D | -2.0% | -4.2% | +2.3% | -1.1% |
| 3M | +28.0% | +8.1% | +19.9% | +25.4% |
| 6M | +1.2% | +35.2% | -34.1% | -6.1% |
| YTD | +1.6% | +28.4% | -26.8% | -4.8% |
| 1Y | +38.2% | +39.3% | -1.0% | +26.7% |
| 3Y | -5.4% | +219.9% | -225.2% | -30.2% |
| All | -5.4% | +220.4% | -225.7% | -30.2% |
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