+75.4%
USAR vs UPRO
+213.4%
-138.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +2.3% | +1.5% | +0.9% | +1.9% |
| 30D | -8.6% | -3.7% | -4.9% | -7.7% |
| 3M | -20.5% | +8.0% | -28.5% | -21.6% |
| 6M | +1.2% | +38.7% | -37.4% | -3.0% |
| YTD | +48.4% | +29.5% | +18.9% | +42.8% |
| 1Y | +30.6% | +46.1% | -15.5% | +25.9% |
| 3Y | +73.6% | +229.1% | -155.4% | +78.1% |
| All | +75.4% | +213.4% | -138.0% | +79.8% |
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