+120.5%
URI vs UPRO
+222.2%
-101.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.3% |
| 6M | +19.0% | +33.1% | -14.1% | +2.3% |
| YTD | +25.5% | +31.8% | -6.3% | +8.0% |
| 1Y | +5.5% | +48.3% | -42.7% | -14.9% |
| All | +120.5% | +222.2% | -101.7% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling