+46.4%
RF vs UPRO
+95.9%
-49.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.7% |
| 7D | +1.9% | +7.4% | -5.5% | -0.7% |
| 30D | +7.3% | -7.9% | +15.2% | +9.7% |
| 3M | -7.9% | -12.0% | +4.1% | -4.5% |
| 6M | +10.5% | -2.0% | +12.5% | +9.3% |
| YTD | +9.6% | +20.4% | -10.7% | -0.2% |
| 1Y | +20.3% | +24.5% | -4.2% | +8.0% |
| 3Y | +119.5% | +224.4% | -104.8% | +32.0% |
| All | +46.4% | +95.9% | -49.5% | -2.4% |
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