+207.8%
TER vs UPRO
+230.4%
-22.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | +0.1% |
| 7D | +24.0% | +9.7% | +14.3% | +15.7% |
| 30D | -30.6% | -9.8% | -20.9% | -24.1% |
| 3M | -34.5% | -9.1% | -25.4% | -28.8% |
| 6M | -26.4% | +0.9% | -27.3% | -25.0% |
| YTD | +36.4% | +21.9% | +14.5% | +21.8% |
| 1Y | +47.4% | +19.8% | +27.6% | +33.5% |
| All | +207.8% | +230.4% | -22.6% | +29.7% |
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 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