-69.4%
U vs UPRO
+137.3%
-206.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | 0.0% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +17.5% | -0.9% | +18.3% | +18.1% |
| 3M | +38.7% | +1.9% | +36.8% | +34.9% |
| 6M | +104.4% | +33.1% | +71.3% | +57.5% |
| YTD | -5.7% | +31.8% | -37.5% | -26.4% |
| 1Y | +3.7% | +48.3% | -44.6% | -26.5% |
| 3Y | +12.3% | +221.5% | -209.2% | -63.3% |
| All | -69.4% | +137.3% | -206.7% | -87.5% |
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