+273.8%
ROIV vs UPRO
+270.9%
+2.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.3% | +5.9% |
| 7D | +5.3% | -8.7% | +14.0% | +8.1% |
| 30D | +11.9% | -16.9% | +28.8% | +17.9% |
| 3M | +10.7% | -15.3% | +26.0% | +15.7% |
| 6M | +34.9% | -5.7% | +40.6% | +36.0% |
| YTD | +79.2% | +12.1% | +67.1% | +71.1% |
| 1Y | +89.0% | +16.4% | +72.6% | +78.1% |
| 3Y | +337.3% | +210.5% | +126.8% | +198.2% |
| 5Y | +402.3% | +82.4% | +319.9% | +240.9% |
| All | +273.8% | +270.9% | +2.9% | +140.0% |
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 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