+40.8%
TSLA vs UPRO
+240.0%
-199.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.0% |
| 7D | +1.5% | +0.1% | +1.5% | +1.6% |
| 30D | +10.1% | -0.9% | +11.0% | +11.0% |
| 3M | -15.4% | +1.9% | -17.3% | -16.4% |
| 6M | -12.8% | +33.1% | -45.9% | -30.2% |
| YTD | -21.3% | +31.8% | -53.1% | -36.8% |
| 1Y | +4.6% | +48.3% | -43.7% | -23.6% |
| All | +40.8% | +240.0% | -199.2% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling