+1,635.4%
UMC vs UPRO
+14,289.1%
-12,653.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.0% |
| 7D | +5.0% | +0.1% | +4.9% | +4.8% |
| 30D | +7.7% | -0.9% | +8.6% | +7.8% |
| 3M | +1.7% | +1.9% | -0.3% | +1.4% |
| 6M | +113.9% | +33.1% | +80.8% | +95.7% |
| YTD | +168.9% | +31.8% | +137.1% | +145.7% |
| 1Y | +207.2% | +48.3% | +158.9% | +169.3% |
| 3Y | +227.7% | +221.5% | +6.2% | +113.7% |
| 5Y | +118.0% | +136.7% | -18.7% | +48.4% |
| 10Y | +1,682.1% | +1,179.2% | +503.0% | +499.6% |
| All | +1,635.4% | +14,289.1% | -12,653.7% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling