+408.7%
TECK vs UPRO
+13,208.7%
-12,800.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.3% |
| 7D | +2.1% | +9.7% | -7.5% | -2.8% |
| 30D | -8.9% | -9.8% | +0.9% | -3.9% |
| 3M | -7.1% | -9.1% | +2.0% | -2.5% |
| 6M | -7.0% | +0.9% | -7.9% | -7.7% |
| YTD | +28.3% | +21.9% | +6.5% | +15.0% |
| 1Y | +40.6% | +19.8% | +20.8% | +27.0% |
| 3Y | +78.2% | +227.4% | -149.2% | -12.5% |
| 5Y | +129.5% | +100.1% | +29.5% | +27.1% |
| 10Y | +205.6% | +1,112.3% | -906.7% | -61.1% |
| All | +408.7% | +13,208.7% | -12,800.0% | -90.1% |
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