+317.7%
USFD vs UPRO
+1,347.4%
-1,029.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 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% | +24.1% |
| 6M | +11.7% | +33.1% | -21.4% | -1.9% |
| YTD | +38.1% | +31.8% | +6.3% | +21.0% |
| 1Y | +33.4% | +48.3% | -14.9% | +10.8% |
| 3Y | +155.8% | +221.5% | -65.7% | +45.2% |
| 5Y | +214.0% | +136.7% | +77.3% | +85.0% |
| 10Y | +320.4% | +1,179.2% | -858.8% | +27.1% |
| All | +317.7% | +1,347.4% | -1,029.7% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling