+261.5%
RF vs UPRO
+1,163.1%
-901.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.0% | -4.8% | -0.7% |
| 7D | -0.1% | -0.9% | +0.7% | -0.3% |
| 30D | +7.0% | -11.4% | +18.5% | +11.6% |
| 3M | -7.0% | -10.9% | +3.9% | -3.5% |
| 6M | +6.8% | -0.5% | +7.3% | +4.7% |
| YTD | +9.9% | +19.9% | -10.0% | -1.3% |
| 1Y | +21.1% | +24.2% | -3.1% | +6.8% |
| 3Y | +119.6% | +236.9% | -117.3% | +18.2% |
| 5Y | +46.2% | +96.6% | -50.4% | -9.7% |
| 10Y | +261.5% | +1,091.6% | -830.1% | -22.9% |
| All | +261.5% | +1,163.1% | -901.6% | -22.9% |
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