+46.5%
TSLA vs UPRO
+136.1%
-89.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +5.1% |
| 7D | +3.4% | +1.5% | +1.9% | +2.4% |
| 30D | +12.0% | -3.7% | +15.8% | +15.1% |
| 3M | -10.0% | +8.0% | -18.0% | -14.2% |
| 6M | -7.2% | +38.7% | -45.9% | -26.0% |
| YTD | -18.1% | +29.5% | -47.7% | -31.9% |
| 1Y | +6.3% | +46.1% | -39.8% | -18.5% |
| 3Y | +48.2% | +229.1% | -180.9% | -33.4% |
| 5Y | +46.5% | +136.0% | -89.5% | -21.2% |
| All | +46.5% | +136.1% | -89.6% | -21.2% |
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