+13.5%
U vs UPRO
+230.2%
-216.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.8% |
| 7D | +4.5% | +1.5% | +3.0% | +3.4% |
| 30D | -0.6% | -3.7% | +3.1% | +1.8% |
| 3M | +48.4% | +8.0% | +40.5% | +40.0% |
| 6M | +115.4% | +38.7% | +76.7% | +69.4% |
| YTD | -3.2% | +29.5% | -32.8% | -19.7% |
| 1Y | -6.0% | +46.1% | -52.1% | -27.8% |
| 3Y | +13.5% | +229.1% | -215.6% | -53.1% |
| All | +13.5% | +230.2% | -216.7% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling