+250.1%
SPOT vs UPRO
+637.3%
-387.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | -6.9% | -6.0% | -0.8% | -4.8% |
| 30D | +4.1% | -5.8% | +9.9% | +6.3% |
| 3M | +3.7% | +10.8% | -7.1% | -1.0% |
| 6M | -1.6% | +31.6% | -33.2% | -12.6% |
| YTD | -10.2% | +25.4% | -35.5% | -19.1% |
| 1Y | -25.9% | +39.2% | -65.1% | -36.3% |
| 3Y | +235.6% | +218.5% | +17.1% | +102.2% |
| 5Y | +110.6% | +137.1% | -26.5% | +34.2% |
| All | +250.1% | +637.3% | -387.1% | +50.5% |
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 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