-25.0%
TEVA vs UPRO
+1,258.3%
-1,283.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.2% |
| 7D | +2.0% | -2.5% | +4.5% | +2.9% |
| 30D | +1.0% | -4.2% | +5.2% | +2.4% |
| 3M | +7.3% | +8.1% | -0.7% | +3.6% |
| 6M | +21.7% | +35.2% | -13.5% | +8.1% |
| YTD | +18.8% | +28.4% | -9.6% | +7.1% |
| 1Y | +86.5% | +39.3% | +47.2% | +62.7% |
| 3Y | +269.4% | +219.9% | +49.5% | +126.1% |
| 5Y | +303.6% | +142.8% | +160.8% | +149.5% |
| All | -25.0% | +1,258.3% | -1,283.3% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling