+54.6%
TER vs UPRO
+81.0%
-26.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.0% |
| 7D | -20.5% | -8.7% | -11.8% | -15.4% |
| 30D | -47.0% | -16.9% | -30.1% | -39.8% |
| 3M | -43.3% | -15.3% | -28.0% | -36.4% |
| 6M | -42.9% | -5.7% | -37.2% | -39.3% |
| YTD | +12.9% | +12.1% | +0.8% | +8.5% |
| 1Y | +18.2% | +16.4% | +1.7% | +11.3% |
| 3Y | +151.8% | +210.5% | -58.7% | +32.1% |
| All | +54.6% | +81.0% | -26.4% | +3.0% |
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