+1,038.6%
RF vs UPRO
+12,035.6%
-10,997.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.2% | +11.0% | +4.1% |
| 7D | -1.6% | -14.4% | +12.8% | +5.1% |
| 30D | +5.0% | -18.2% | +23.3% | +14.5% |
| 3M | -10.0% | -16.4% | +6.4% | -3.2% |
| 6M | +3.3% | -2.6% | +6.0% | +2.0% |
| YTD | +7.9% | +11.1% | -3.2% | -1.1% |
| 1Y | +21.2% | +11.8% | +9.5% | +10.3% |
| 3Y | +105.8% | +209.9% | -104.1% | +5.4% |
| 5Y | +43.7% | +80.9% | -37.1% | -15.0% |
| 10Y | +289.4% | +1,134.2% | -844.8% | -37.4% |
| All | +1,038.6% | +12,035.6% | -10,997.1% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling