+99.5%
U vs UPRO
+210.8%
-111.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.0% |
| 7D | +36.6% | -8.7% | +45.3% | +41.6% |
| 30D | +13.3% | -16.9% | +30.2% | +25.5% |
| 3M | +26.2% | -15.3% | +41.4% | +37.7% |
| 6M | +88.7% | -5.7% | +94.5% | +90.1% |
| YTD | +16.6% | +12.1% | +4.5% | +4.0% |
| 1Y | +29.0% | +16.4% | +12.5% | +12.2% |
| 3Y | +99.5% | +210.5% | -111.0% | -26.8% |
| All | +99.5% | +210.8% | -111.3% | -26.8% |
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 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