+21.4%
UL vs UPRO
+136.1%
-114.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | +0.9% | -3.7% | +4.6% | +1.3% |
| 3M | +14.2% | +8.0% | +6.3% | +13.1% |
| 6M | -3.2% | +38.7% | -41.8% | -6.7% |
| YTD | -0.3% | +29.5% | -29.9% | -3.5% |
| 1Y | -8.8% | +46.1% | -54.9% | -13.0% |
| 3Y | +23.9% | +229.1% | -205.2% | +2.6% |
| 5Y | +21.4% | +136.0% | -114.6% | +1.1% |
| All | +21.4% | +136.1% | -114.8% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling