+235.9%
ROIV vs UPRO
+336.2%
-100.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +1.0% | -0.9% | +1.8% | +1.2% |
| 3M | +18.3% | +1.9% | +16.4% | +17.1% |
| 6M | +18.3% | +33.1% | -14.8% | +7.8% |
| YTD | +61.0% | +31.8% | +29.2% | +47.1% |
| 1Y | +177.9% | +48.3% | +129.6% | +144.2% |
| 3Y | +199.1% | +221.5% | -22.4% | +101.4% |
| 5Y | +250.7% | +136.7% | +114.0% | +127.8% |
| All | +235.9% | +336.2% | -100.3% | +106.4% |
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 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