+67.7%
UL vs UPRO
+1,162.5%
-1,094.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.4% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | -0.6% | -5.0% | +4.4% | +0.2% |
| 3M | +9.4% | +7.5% | +1.9% | +7.9% |
| 6M | -4.1% | +33.2% | -37.4% | -8.9% |
| YTD | -2.0% | +27.7% | -29.7% | -6.5% |
| 1Y | -9.0% | +43.0% | -52.0% | -15.0% |
| 3Y | +21.8% | +224.4% | -202.6% | -5.3% |
| 5Y | +20.6% | +135.9% | -115.3% | -5.8% |
| 10Y | +67.7% | +1,232.5% | -1,164.8% | -20.8% |
| All | +67.7% | +1,162.5% | -1,094.8% | -20.8% |
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