+104.6%
UL vs UPRO
+1,064.0%
-959.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +2.6% | -2.9% | +5.4% | +2.8% |
| 30D | +6.8% | -12.4% | +19.2% | +8.5% |
| 3M | +5.7% | -11.9% | +17.6% | +7.3% |
| 6M | +15.9% | -1.7% | +17.5% | +15.1% |
| YTD | +4.3% | +18.5% | -14.3% | +0.2% |
| 1Y | -0.4% | +17.5% | -17.9% | -4.3% |
| 3Y | +35.0% | +218.4% | -183.4% | +4.9% |
| 5Y | +31.6% | +99.1% | -67.5% | +5.8% |
| 10Y | +104.6% | +1,071.1% | -966.5% | -3.0% |
| All | +104.6% | +1,064.0% | -959.4% | -3.0% |
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