+291.1%
ROIV vs UPRO
+296.7%
-5.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.0% | -2.4% | +2.5% |
| 7D | +13.3% | -0.9% | +14.2% | +13.5% |
| 30D | +14.8% | -11.4% | +26.2% | +18.7% |
| 3M | +11.9% | -10.9% | +22.8% | +15.2% |
| 6M | +42.4% | -0.5% | +42.9% | +41.3% |
| YTD | +87.4% | +19.9% | +67.5% | +75.4% |
| 1Y | +97.2% | +24.2% | +73.0% | +82.3% |
| 3Y | +375.7% | +236.9% | +138.7% | +216.5% |
| 5Y | +379.0% | +96.6% | +282.5% | +218.6% |
| All | +291.1% | +296.7% | -5.7% | +146.0% |
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