+202.8%
TER vs UPRO
+137.3%
+65.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.3% |
| 7D | +0.6% | +0.1% | +0.6% | +0.5% |
| 30D | -8.3% | -0.9% | -7.4% | -7.9% |
| 3M | -12.2% | +1.9% | -14.1% | -12.3% |
| 6M | +17.1% | +33.1% | -16.0% | -0.1% |
| YTD | +84.7% | +31.8% | +52.9% | +58.5% |
| 1Y | +199.9% | +48.3% | +151.6% | +141.1% |
| 3Y | +232.8% | +221.5% | +11.3% | +66.2% |
| All | +202.8% | +137.3% | +65.6% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling