+311.1%
SPOT vs UPRO
+607.9%
-296.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | +1.6% | +7.4% | -5.8% | -1.0% |
| 30D | +16.9% | -7.9% | +24.8% | +19.2% |
| 3M | +23.0% | -12.0% | +35.0% | +27.0% |
| 6M | +42.2% | -2.0% | +44.1% | +39.7% |
| YTD | +5.5% | +20.4% | -14.9% | -4.7% |
| 1Y | -5.1% | +24.5% | -29.6% | -15.5% |
| 3Y | +257.9% | +224.4% | +33.5% | +112.0% |
| 5Y | +118.4% | +97.6% | +20.7% | +45.4% |
| All | +311.1% | +607.9% | -296.8% | +77.1% |
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