+473.6%
TECK vs UPRO
+14,289.1%
-13,815.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +4.6% | -0.9% | +5.5% | +5.0% |
| 3M | +2.8% | +1.9% | +0.9% | +1.6% |
| 6M | +24.9% | +33.1% | -8.2% | +7.1% |
| YTD | +44.7% | +31.8% | +13.0% | +24.6% |
| 1Y | +112.0% | +48.3% | +63.7% | +70.8% |
| 3Y | +67.6% | +221.5% | -153.9% | -17.2% |
| 5Y | +200.3% | +136.7% | +63.6% | +50.4% |
| 10Y | +358.2% | +1,179.2% | -821.0% | -43.4% |
| All | +473.6% | +14,289.1% | -13,815.4% | -89.2% |
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