+235.3%
SPOT vs UPRO
+223.1%
+12.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | -2.9% | +1.5% | -4.3% | -3.3% |
| 30D | +8.3% | -3.7% | +12.0% | +9.5% |
| 3M | +5.1% | +8.0% | -2.9% | +1.6% |
| 6M | -6.5% | +38.7% | -45.1% | -17.8% |
| YTD | -9.0% | +29.5% | -38.5% | -18.2% |
| 1Y | -26.4% | +46.1% | -72.5% | -37.2% |
| All | +235.3% | +223.1% | +12.2% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling