+157.8%
USFD vs UPRO
+210.8%
-53.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +3.0% | -8.7% | +11.6% | +4.9% |
| 30D | +11.1% | -16.9% | +28.0% | +15.4% |
| 3M | -0.3% | -15.3% | +15.0% | +3.1% |
| 6M | +15.9% | -5.7% | +21.6% | +15.9% |
| YTD | +41.6% | +12.1% | +29.5% | +34.5% |
| 1Y | +49.4% | +16.4% | +33.0% | +40.1% |
| 3Y | +157.8% | +210.5% | -52.7% | +80.0% |
| All | +157.8% | +210.8% | -53.0% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling