+69.4%
USAR vs UPRO
+208.9%
-139.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | -4.4% | -1.3% | -3.1% | -4.1% |
| 30D | -10.4% | -5.0% | -5.4% | -9.1% |
| 3M | -18.4% | +7.5% | -25.9% | -19.3% |
| 6M | -8.8% | +33.2% | -42.1% | -12.2% |
| YTD | +43.4% | +27.7% | +15.6% | +38.5% |
| 1Y | +21.0% | +43.0% | -22.0% | +17.1% |
| 3Y | +67.7% | +224.4% | -156.7% | +72.7% |
| All | +69.4% | +208.9% | -139.5% | +74.4% |
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