+166.3%
USFD vs UPRO
+226.4%
-60.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.0% | -3.9% | +1.5% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | +12.8% | -11.4% | +24.3% | +15.6% |
| 3M | +1.0% | -10.9% | +11.9% | +3.2% |
| 6M | +30.3% | -0.5% | +30.8% | +28.7% |
| YTD | +46.0% | +19.9% | +26.1% | +36.5% |
| 1Y | +49.6% | +24.2% | +25.4% | +38.2% |
| 3Y | +166.3% | +236.9% | -70.7% | +78.9% |
| All | +166.3% | +226.4% | -60.1% | +78.9% |
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