+362.2%
USFD vs UPRO
+1,093.1%
-730.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +3.0% | -8.7% | +11.6% | +6.2% |
| 30D | +11.1% | -16.9% | +28.0% | +18.4% |
| 3M | -0.3% | -15.3% | +15.0% | +5.3% |
| 6M | +15.9% | -5.7% | +21.6% | +15.9% |
| YTD | +41.6% | +12.1% | +29.5% | +30.8% |
| 1Y | +49.4% | +16.4% | +33.0% | +35.5% |
| 3Y | +157.8% | +210.5% | -52.7% | +46.0% |
| 5Y | +176.6% | +82.4% | +94.2% | +78.6% |
| All | +362.2% | +1,093.1% | -730.9% | +32.4% |
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