+115.0%
UMC vs UPRO
+29.4%
+85.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.0% | -5.1% |
| 7D | -14.7% | -2.6% | -12.1% | -13.2% |
| 30D | -32.9% | -4.3% | -28.6% | -30.9% |
| 3M | -22.2% | -4.3% | -17.9% | -20.2% |
| 6M | +25.9% | +14.7% | +11.2% | +19.1% |
| YTD | +107.9% | +28.0% | +79.9% | +85.3% |
| 1Y | +115.0% | +29.8% | +85.2% | +90.0% |
| All | +115.0% | +29.4% | +85.6% | +90.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling