+24,440.0%
TSLA vs UPRO
+8,630.0%
+15,810.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +0.9% |
| 7D | +1.5% | -3.8% | +5.2% | +3.6% |
| 30D | +3.4% | -8.9% | +12.2% | +8.2% |
| 3M | +17.4% | -7.4% | +24.9% | +22.0% |
| 6M | -12.2% | +1.6% | -13.7% | -12.6% |
| YTD | -13.1% | +23.2% | -36.3% | -22.0% |
| 1Y | -11.1% | +21.2% | -32.3% | -19.7% |
| 3Y | +82.1% | +230.8% | -148.7% | +1.8% |
| 5Y | +10.3% | +106.7% | -96.4% | -26.6% |
| 10Y | +3,009.1% | +1,125.0% | +1,884.1% | +714.1% |
| All | +24,440.0% | +8,630.0% | +15,810.0% | +2,597.8% |
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