+101.1%
UAL vs UPRO
+1,064.0%
-962.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.7% |
| 7D | +12.5% | -2.9% | +15.3% | +13.8% |
| 30D | +12.2% | -12.4% | +24.6% | +19.7% |
| 3M | -2.6% | -11.9% | +9.3% | +3.6% |
| 6M | +21.1% | -1.7% | +22.7% | +21.4% |
| YTD | +7.8% | +18.5% | -10.7% | -1.5% |
| 1Y | +25.4% | +17.5% | +7.9% | +15.0% |
| 3Y | +217.3% | +218.4% | -1.0% | +74.0% |
| 5Y | +132.9% | +99.1% | +33.8% | +46.5% |
| 10Y | +101.1% | +1,071.1% | -970.0% | -60.5% |
| All | +101.1% | +1,064.0% | -962.9% | -60.5% |
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 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