-37.8%
U vs UPRO
+442.0%
-479.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.6% |
| 7D | +4.4% | -1.3% | +5.7% | +5.4% |
| 30D | -1.3% | -5.0% | +3.7% | +2.5% |
| 3M | +49.6% | +7.5% | +42.1% | +40.1% |
| 6M | +100.2% | +33.2% | +67.0% | +56.3% |
| YTD | -3.7% | +27.7% | -31.4% | -21.8% |
| 1Y | -6.5% | +43.0% | -49.5% | -30.3% |
| 3Y | +12.9% | +224.4% | -211.5% | -59.9% |
| 5Y | -68.3% | +135.9% | -204.1% | -86.1% |
| All | -37.8% | +442.0% | -479.8% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling