-6.9%
TEVA vs UPRO
+13,589.9%
-13,596.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | -0.8% |
| 7D | -0.7% | -6.0% | +5.3% | +1.1% |
| 30D | -0.4% | -5.8% | +5.4% | +1.4% |
| 3M | +8.2% | +10.8% | -2.6% | +4.1% |
| 6M | +15.3% | +31.6% | -16.3% | +4.8% |
| YTD | +16.5% | +25.4% | -8.9% | +7.1% |
| 1Y | +85.7% | +39.2% | +46.5% | +64.9% |
| 3Y | +277.9% | +218.5% | +59.3% | +148.0% |
| 5Y | +295.5% | +137.1% | +158.5% | +164.3% |
| 10Y | -24.5% | +1,208.2% | -1,232.6% | -72.2% |
| All | -6.9% | +13,589.9% | -13,596.8% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling