+23,636.9%
TSLA vs UPRO
+8,396.5%
+15,240.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.0% | -1.4% | +2.0% |
| 7D | -6.4% | -0.9% | -5.5% | -6.1% |
| 30D | -1.2% | -11.4% | +10.2% | +5.0% |
| 3M | +15.1% | -10.9% | +26.0% | +21.9% |
| 6M | -11.7% | -0.5% | -11.2% | -11.2% |
| YTD | -15.9% | +19.9% | -35.8% | -23.5% |
| 1Y | -12.0% | +24.2% | -36.2% | -21.4% |
| 3Y | +80.0% | +236.9% | -156.9% | -0.1% |
| 5Y | +10.8% | +96.6% | -85.7% | -24.5% |
| 10Y | +2,883.7% | +1,091.6% | +1,792.1% | +692.3% |
| All | +23,636.9% | +8,396.5% | +15,240.5% | +2,546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling