+234.9%
TPR vs UPRO
+95.9%
+139.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.3% |
| 7D | -0.3% | +7.4% | -7.7% | -3.3% |
| 30D | +15.1% | -7.9% | +23.0% | +17.6% |
| 3M | +3.5% | -12.0% | +15.5% | +7.4% |
| 6M | +0.4% | -2.0% | +2.4% | -1.6% |
| YTD | +4.6% | +20.4% | -15.8% | -6.8% |
| 1Y | +33.1% | +24.5% | +8.6% | +16.7% |
| 3Y | +396.0% | +224.4% | +171.6% | +172.9% |
| All | +234.9% | +95.9% | +139.0% | +111.2% |
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