+100.2%
UAL vs UPRO
+1,163.1%
-1,062.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.0% | -0.2% | +3.2% |
| 7D | +10.2% | -0.9% | +11.1% | +10.4% |
| 30D | +12.0% | -11.4% | +23.5% | +18.8% |
| 3M | -7.1% | -10.9% | +3.8% | -1.7% |
| 6M | +20.9% | -0.5% | +21.4% | +20.5% |
| YTD | +7.7% | +19.9% | -12.2% | -2.2% |
| 1Y | +23.6% | +24.2% | -0.6% | +10.1% |
| 3Y | +222.6% | +236.9% | -14.4% | +72.0% |
| 5Y | +127.9% | +96.6% | +31.4% | +44.3% |
| 10Y | +100.2% | +1,091.6% | -991.4% | -60.8% |
| All | +100.2% | +1,163.1% | -1,062.9% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling