-35.6%
TWLO vs UPRO
+133.2%
-168.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.4% |
| 7D | +0.2% | -1.3% | +1.5% | +1.0% |
| 30D | -9.1% | -5.0% | -4.1% | -6.4% |
| 3M | +11.0% | +7.5% | +3.5% | +5.6% |
| 6M | +79.4% | +33.2% | +46.1% | +49.8% |
| YTD | +59.7% | +27.7% | +32.0% | +36.1% |
| 1Y | +112.3% | +43.0% | +69.3% | +68.9% |
| 3Y | +247.0% | +224.4% | +22.5% | +53.1% |
| 5Y | -35.6% | +135.9% | -171.4% | -68.2% |
| All | -35.6% | +133.2% | -168.7% | -68.2% |
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