+42.1%
RF vs UPRO
+81.0%
-38.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.9% | -8.7% | +7.8% | +1.9% |
| 30D | +6.0% | -16.9% | +22.9% | +12.4% |
| 3M | -8.9% | -15.3% | +6.4% | -4.2% |
| 6M | +2.3% | -5.7% | +8.1% | +2.6% |
| 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% | +27.4% |
| All | +42.1% | +81.0% | -38.9% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling