+429.3%
TECK vs UPRO
+13,348.2%
-12,918.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | -0.8% |
| 7D | -1.2% | -3.8% | +2.6% | +0.6% |
| 30D | -5.7% | -8.9% | +3.1% | -1.1% |
| 3M | -3.6% | -7.4% | +3.8% | +0.1% |
| 6M | -2.2% | +1.6% | -3.8% | -3.3% |
| YTD | +33.6% | +23.2% | +10.4% | +18.9% |
| 1Y | +49.0% | +21.2% | +27.7% | +33.7% |
| 3Y | +85.4% | +230.8% | -145.4% | -9.4% |
| 5Y | +138.5% | +106.7% | +31.8% | +29.6% |
| 10Y | +218.0% | +1,125.0% | -907.0% | -59.8% |
| All | +429.3% | +13,348.2% | -12,918.9% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling