+275.4%
UPRO vs NVDX
+772.1%
-496.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -2.5% | -10.2% | +7.7% | +0.8% |
| 30D | -4.2% | -7.3% | +3.1% | -2.7% |
| 3M | +8.1% | +5.5% | +2.5% | +4.2% |
| 6M | +35.2% | +18.3% | +16.9% | +24.0% |
| YTD | +28.4% | +11.4% | +17.0% | +18.7% |
| 1Y | +39.3% | +12.7% | +26.6% | +26.1% |
| All | +275.4% | +772.1% | -496.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling