+345.4%
TECK vs UPRO
+1,226.0%
-880.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.5% | -5.5% |
| 7D | -4.2% | -6.0% | +1.8% | -1.5% |
| 30D | -0.4% | -5.8% | +5.4% | +2.3% |
| 3M | +10.1% | +10.8% | -0.7% | +5.0% |
| 6M | +26.0% | +31.6% | -5.6% | +11.7% |
| YTD | +38.0% | +25.4% | +12.7% | +24.9% |
| 1Y | +63.8% | +39.2% | +24.5% | +41.3% |
| 3Y | +68.5% | +218.5% | -150.0% | -3.4% |
| 5Y | +179.2% | +137.1% | +42.1% | +63.4% |
| All | +345.4% | +1,226.0% | -880.6% | -0.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling