+6.0%
TSLA vs UPRO
+43.9%
-37.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.0% |
| 7D | +3.0% | -1.3% | +4.3% | +4.1% |
| 30D | +11.2% | -5.0% | +16.2% | +15.6% |
| 3M | -7.3% | +7.5% | -14.8% | -11.8% |
| 6M | -7.7% | +33.2% | -41.0% | -23.6% |
| YTD | -18.2% | +27.7% | -45.9% | -30.5% |
| 1Y | +6.0% | +43.0% | -37.0% | -22.0% |
| All | +6.0% | +43.9% | -37.9% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling