-24.8%
U vs UPRO
+408.7%
-433.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -5.3% |
| 7D | +32.3% | -0.9% | +33.2% | +29.6% |
| 30D | +9.7% | -11.4% | +21.1% | +17.4% |
| 3M | +19.6% | -10.9% | +30.5% | +27.0% |
| 6M | +82.6% | -0.5% | +83.2% | +76.3% |
| YTD | +16.4% | +19.9% | -3.4% | -3.4% |
| 1Y | +28.5% | +24.2% | +4.3% | +3.7% |
| 3Y | +103.8% | +236.9% | -133.2% | -31.4% |
| 5Y | -70.0% | +96.6% | -166.6% | -85.8% |
| All | -24.8% | +408.7% | -433.5% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling