+1,517.8%
UPRO vs FWONK
+281.7%
+1,236.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -3.0% |
| 7D | -1.3% | -0.6% | -0.7% | -0.9% |
| 30D | -5.0% | -5.8% | +0.7% | -0.7% |
| 3M | +7.5% | +10.0% | -2.5% | -1.6% |
| 6M | +33.2% | +14.7% | +18.6% | +17.3% |
| YTD | +27.7% | -1.7% | +29.5% | +26.1% |
| 1Y | +43.0% | -4.6% | +47.7% | +43.4% |
| 3Y | +224.4% | +46.7% | +177.8% | +125.4% |
| 5Y | +135.9% | +99.4% | +36.5% | +32.2% |
| 10Y | +1,232.5% | +345.6% | +886.9% | +355.8% |
| All | +1,517.8% | +281.7% | +1,236.1% | +408.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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