+211.2%
RF vs UPRO
+1,114.9%
-903.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -1.8% |
| 7D | -1.3% | -3.8% | +2.4% | -0.3% |
| 30D | +4.6% | -8.9% | +13.5% | +7.8% |
| 3M | -8.4% | -7.4% | -1.0% | -6.5% |
| 6M | +8.9% | +1.6% | +7.3% | +5.8% |
| YTD | +8.8% | +23.2% | -14.4% | -3.5% |
| 1Y | +18.9% | +21.2% | -2.3% | +5.9% |
| 3Y | +116.0% | +230.8% | -114.8% | +17.3% |
| 5Y | +46.0% | +106.7% | -60.6% | -11.8% |
| All | +211.2% | +1,114.9% | -903.7% | -36.2% |
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 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