+367.5%
ROIV vs UPRO
+228.3%
+139.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +14.3% | -2.9% | +17.2% | +15.2% |
| 30D | +16.2% | -12.4% | +28.7% | +20.9% |
| 3M | +15.1% | -11.9% | +27.0% | +19.2% |
| 6M | +44.2% | -1.7% | +45.9% | +43.4% |
| YTD | +89.8% | +18.5% | +71.3% | +76.8% |
| 1Y | +94.6% | +17.5% | +77.1% | +81.3% |
| 3Y | +367.5% | +218.4% | +149.2% | +185.5% |
| All | +367.5% | +228.3% | +139.2% | +185.5% |
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