+229.1%
UMC vs UPRO
+38.4%
+190.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.5% |
| 7D | +11.4% | -6.0% | +17.4% | +15.3% |
| 30D | +16.8% | -5.8% | +22.6% | +20.5% |
| 3M | +19.1% | +10.8% | +8.3% | +13.3% |
| 6M | +137.4% | +31.6% | +105.9% | +114.7% |
| YTD | +186.4% | +25.4% | +161.0% | +158.9% |
| 1Y | +229.1% | +39.2% | +189.8% | +184.0% |
| All | +229.1% | +38.4% | +190.7% | +184.0% |
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