+254.0%
THC vs UPRO
+137.3%
+116.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +1.3% | -0.9% | +2.2% | +1.5% |
| 3M | +64.2% | +1.9% | +62.3% | +61.5% |
| 6M | +8.3% | +33.1% | -24.8% | -4.7% |
| YTD | +33.4% | +31.8% | +1.6% | +17.1% |
| 1Y | +37.7% | +48.3% | -10.6% | +14.5% |
| 3Y | +236.8% | +221.5% | +15.3% | +86.6% |
| All | +254.0% | +137.3% | +116.7% | +106.7% |
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