-94.8%
UVXY vs UPRO
+220.4%
-315.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.2% | -2.2% |
| 7D | +2.8% | -2.5% | +5.3% | -1.5% |
| 30D | -11.4% | -4.2% | -7.1% | -17.4% |
| 3M | -41.5% | +8.1% | -49.6% | -28.0% |
| 6M | -61.0% | +35.2% | -96.3% | -17.0% |
| YTD | -49.8% | +28.4% | -78.3% | +5.9% |
| 1Y | -66.4% | +39.3% | -105.7% | -8.1% |
| 3Y | -94.8% | +219.9% | -314.7% | +84.0% |
| All | -94.8% | +220.4% | -315.1% | +84.0% |
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