+54.1%
T vs UPRO
+1,163.1%
-1,109.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.2% | -0.4% |
| 7D | +1.7% | -0.9% | +2.6% | +1.6% |
| 30D | -1.7% | -11.4% | +9.7% | 0.0% |
| 3M | -7.3% | -10.9% | +3.6% | -5.9% |
| 6M | -11.2% | -0.5% | -10.7% | -12.1% |
| YTD | -8.1% | +19.9% | -27.9% | -12.8% |
| 1Y | -8.0% | +24.2% | -32.2% | -13.5% |
| 3Y | +62.1% | +236.9% | -174.8% | +17.3% |
| 5Y | +55.7% | +96.6% | -40.9% | +19.0% |
| 10Y | +54.1% | +1,091.6% | -1,037.5% | -37.4% |
| All | +54.1% | +1,163.1% | -1,109.0% | -37.4% |
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 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