+134.2%
UMC vs UPRO
+226.4%
-92.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | +11.2% | +7.4% | +3.8% | +7.8% |
| 30D | -28.0% | -7.9% | -20.1% | -24.9% |
| 3M | -20.5% | -12.0% | -8.5% | -15.6% |
| 6M | -1.6% | -2.0% | +0.4% | +0.5% |
| YTD | +99.4% | +20.4% | +79.0% | +88.4% |
| 1Y | +120.4% | +24.5% | +95.9% | +105.3% |
| 3Y | +134.2% | +224.4% | -90.1% | +35.4% |
| All | +134.2% | +226.4% | -92.1% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling