+73.7%
UAL vs UPRO
+1,087.5%
-1,013.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -3.0% | +7.4% | -10.5% | -6.5% |
| 30D | +10.5% | -7.9% | +18.3% | +14.7% |
| 3M | -13.5% | -12.0% | -1.5% | -8.0% |
| 6M | +14.2% | -2.0% | +16.2% | +14.6% |
| YTD | -2.2% | +20.4% | -22.6% | -11.4% |
| 1Y | +12.5% | +24.5% | -12.0% | +0.1% |
| 3Y | +186.8% | +224.4% | -37.5% | +55.7% |
| 5Y | +119.4% | +97.6% | +21.7% | +38.4% |
| All | +73.7% | +1,087.5% | -1,013.8% | -66.8% |
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