+1,150.0%
URI vs UPRO
+1,170.7%
-20.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -12.9% | -0.9% | -12.1% | -12.7% |
| 3M | -6.7% | +1.9% | -8.7% | -8.5% |
| 6M | +19.0% | +33.1% | -14.1% | +1.1% |
| YTD | +25.5% | +31.8% | -6.3% | +6.8% |
| 1Y | +5.5% | +48.3% | -42.7% | -16.1% |
| 3Y | +111.3% | +221.5% | -110.2% | +6.8% |
| 5Y | +198.6% | +136.7% | +61.8% | +59.6% |
| All | +1,150.0% | +1,170.7% | -20.7% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling