+108.5%
RF vs UPRO
+210.8%
-102.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.9% | -8.7% | +7.8% | +1.7% |
| 30D | +6.0% | -16.9% | +22.9% | +12.1% |
| 3M | -8.9% | -15.3% | +6.4% | -4.5% |
| 6M | +2.3% | -5.7% | +8.1% | +2.5% |
| YTD | +7.6% | +12.1% | -4.5% | +0.5% |
| 1Y | +21.2% | +16.4% | +4.7% | +11.4% |
| 3Y | +108.5% | +210.5% | -102.0% | +14.9% |
| All | +108.5% | +210.8% | -102.3% | +14.9% |
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 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