+299.2%
TEVA vs UPRO
+137.8%
+161.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.3% |
| 7D | +2.0% | -2.5% | +4.5% | +2.8% |
| 30D | +1.0% | -4.2% | +5.2% | +2.2% |
| 3M | +7.3% | +8.1% | -0.7% | +4.0% |
| 6M | +21.7% | +35.2% | -13.5% | +9.4% |
| YTD | +18.8% | +28.4% | -9.6% | +8.2% |
| 1Y | +86.5% | +39.3% | +47.2% | +65.0% |
| 3Y | +269.4% | +219.9% | +49.5% | +137.4% |
| All | +299.2% | +137.8% | +161.4% | +159.2% |
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 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