+216.3%
USFD vs UPRO
+137.3%
+79.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | +3.5% | -0.9% | +4.4% | +3.7% |
| 3M | +26.6% | +1.9% | +24.6% | +24.6% |
| 6M | +11.7% | +33.1% | -21.4% | -0.1% |
| YTD | +38.1% | +31.8% | +6.3% | +23.3% |
| 1Y | +33.4% | +48.3% | -14.9% | +13.5% |
| 3Y | +155.8% | +221.5% | -65.7% | +53.3% |
| All | +216.3% | +137.3% | +79.0% | +97.3% |
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