+336.6%
UL vs UPRO
+13,348.2%
-13,011.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.8% |
| 7D | -1.7% | -3.8% | +2.1% | -1.3% |
| 30D | +4.5% | -8.9% | +13.3% | +5.8% |
| 3M | +5.5% | -7.4% | +12.9% | +6.4% |
| 6M | +17.0% | +1.6% | +15.4% | +15.3% |
| YTD | +3.2% | +23.2% | -20.0% | -2.7% |
| 1Y | -1.9% | +21.2% | -23.1% | -7.3% |
| 3Y | +33.6% | +230.8% | -197.3% | -2.7% |
| 5Y | +31.5% | +106.7% | -75.2% | -0.6% |
| 10Y | +103.9% | +1,125.0% | -1,021.1% | -16.2% |
| All | +336.6% | +13,348.2% | -13,011.6% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling