+1,272.7%
UMC vs UPRO
+1,087.5%
+185.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +11.2% | +7.4% | +3.8% | +8.7% |
| 30D | -28.0% | -7.9% | -20.1% | -25.6% |
| 3M | -20.5% | -12.0% | -8.5% | -16.7% |
| 6M | -1.6% | -2.0% | +0.4% | +0.2% |
| YTD | +99.4% | +20.4% | +79.0% | +89.3% |
| 1Y | +120.4% | +24.5% | +95.9% | +106.7% |
| 3Y | +134.2% | +224.4% | -90.1% | +56.6% |
| 5Y | +78.8% | +97.6% | -18.8% | +29.9% |
| All | +1,272.7% | +1,087.5% | +185.3% | +529.4% |
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