+3,125.8%
TSLA vs UPRO
+1,087.5%
+2,038.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | +8.9% | +7.4% | +1.5% | +4.7% |
| 30D | +6.3% | -7.9% | +14.2% | +11.0% |
| 3M | +14.8% | -12.0% | +26.8% | +22.9% |
| 6M | -12.4% | -2.0% | -10.4% | -11.2% |
| YTD | -13.2% | +20.4% | -33.6% | -21.9% |
| 1Y | -2.9% | +24.5% | -27.4% | -14.4% |
| 3Y | +74.4% | +224.4% | -149.9% | -5.6% |
| 5Y | +13.3% | +97.6% | -84.3% | -26.1% |
| All | +3,125.8% | +1,087.5% | +2,038.4% | +635.6% |
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