+91.7%
USB vs UPRO
+1,093.1%
-1,001.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | 0.0% | -8.7% | +8.7% | +2.9% |
| 30D | +5.8% | -16.9% | +22.7% | +12.4% |
| 3M | -6.0% | -15.3% | +9.3% | -1.0% |
| 6M | +7.8% | -5.7% | +13.5% | +8.2% |
| YTD | +14.6% | +12.1% | +2.5% | +7.1% |
| 1Y | +31.8% | +16.4% | +15.4% | +21.2% |
| 3Y | +91.5% | +210.5% | -119.0% | +16.7% |
| 5Y | +22.0% | +82.4% | -60.3% | -17.0% |
| All | +91.7% | +1,093.1% | -1,001.3% | -48.2% |
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