+84.0%
TECK vs UPRO
+230.2%
-146.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.0% |
| 7D | +7.8% | +1.5% | +6.3% | +6.9% |
| 30D | +8.3% | -3.7% | +12.0% | +10.3% |
| 3M | +16.1% | +8.0% | +8.1% | +11.1% |
| 6M | +42.9% | +38.7% | +4.2% | +20.9% |
| YTD | +50.8% | +29.5% | +21.2% | +31.7% |
| 1Y | +106.1% | +46.1% | +60.0% | +69.8% |
| 3Y | +84.0% | +229.1% | -145.1% | +9.4% |
| All | +84.0% | +230.2% | -146.1% | +9.4% |
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 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