+145.3%
UMC vs UPRO
+133.2%
+12.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.6% |
| 7D | +13.6% | -1.3% | +14.9% | +14.1% |
| 30D | +20.8% | -5.0% | +25.8% | +23.2% |
| 3M | +16.1% | +7.5% | +8.6% | +13.0% |
| 6M | +137.3% | +33.2% | +104.1% | +111.7% |
| YTD | +193.8% | +27.7% | +166.0% | +164.7% |
| 1Y | +236.1% | +43.0% | +193.0% | +187.6% |
| 3Y | +267.1% | +224.4% | +42.7% | +104.6% |
| 5Y | +145.3% | +135.9% | +9.4% | +43.2% |
| All | +145.3% | +133.2% | +12.1% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling