+13,000.9%
UPRO vs WYNN
+311.8%
+12,689.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +2.9% |
| 7D | -2.5% | -4.2% | +1.7% | 0.0% |
| 30D | -4.2% | -14.6% | +10.4% | +5.2% |
| 3M | +8.1% | -18.4% | +26.5% | +21.3% |
| 6M | +35.2% | -11.9% | +47.2% | +44.7% |
| YTD | +28.4% | -26.6% | +55.0% | +52.6% |
| 1Y | +39.3% | -28.5% | +67.8% | +65.8% |
| 3Y | +219.9% | -5.1% | +225.0% | +212.2% |
| 5Y | +142.8% | -10.5% | +153.3% | +133.6% |
| 10Y | +1,240.0% | +0.3% | +1,239.8% | +912.1% |
| All | +13,000.9% | +311.8% | +12,689.0% | +3,531.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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