+87.5%
U vs UPRO
+226.4%
-138.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +6.0% |
| 7D | +2.6% | +7.4% | -4.9% | -2.3% |
| 30D | +27.6% | -7.9% | +35.4% | +31.4% |
| 3M | +15.3% | -12.0% | +27.3% | +22.5% |
| 6M | +96.4% | -2.0% | +98.4% | +92.6% |
| YTD | +19.6% | +20.4% | -0.8% | +1.7% |
| 1Y | +42.1% | +24.5% | +17.6% | +18.0% |
| 3Y | +87.5% | +224.4% | -136.8% | -28.2% |
| All | +87.5% | +226.4% | -138.8% | -28.2% |
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 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