+561.0%
ROKU vs UPRO
+723.9%
-162.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.7% |
| 7D | -0.1% | +1.5% | -1.6% | -0.9% |
| 30D | +1.5% | -3.7% | +5.2% | +3.3% |
| 3M | +25.7% | +8.0% | +17.7% | +19.5% |
| 6M | +54.5% | +38.7% | +15.8% | +28.4% |
| YTD | +43.2% | +29.5% | +13.6% | +23.2% |
| 1Y | +56.3% | +46.1% | +10.2% | +25.6% |
| 3Y | +86.1% | +229.1% | -143.0% | -2.0% |
| 5Y | -53.6% | +136.0% | -189.6% | -72.4% |
| All | +561.0% | +723.9% | -162.9% | +175.4% |
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