-21.4%
USAR vs UPRO
+186.7%
-208.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -9.2% |
| 7D | -9.1% | -2.9% | -6.2% | -8.2% |
| 30D | -36.9% | -12.4% | -24.5% | -34.3% |
| 3M | -58.4% | -11.9% | -46.5% | -56.7% |
| 6M | -70.6% | -1.7% | -69.0% | -69.9% |
| YTD | -33.4% | +18.5% | -52.0% | -34.0% |
| 1Y | -54.0% | +17.5% | -71.5% | -54.4% |
| 3Y | -22.7% | +218.4% | -241.0% | -18.2% |
| All | -21.4% | +186.7% | -208.1% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling