-100.0%
UVXY vs UPRO
+9,281.6%
-9,381.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | 0.0% |
| 7D | +2.3% | -1.3% | +3.6% | +0.1% |
| 30D | -15.0% | -5.0% | -10.0% | -22.0% |
| 3M | -39.8% | +7.5% | -47.3% | -26.7% |
| 6M | -60.0% | +33.2% | -93.3% | -20.7% |
| YTD | -48.8% | +27.7% | -76.6% | +2.7% |
| 1Y | -67.3% | +43.0% | -110.3% | -10.8% |
| 3Y | -94.8% | +224.4% | -319.3% | +91.9% |
| 5Y | -99.7% | +135.9% | -235.5% | -81.7% |
| 10Y | -100.0% | +1,232.5% | -1,332.5% | -82.3% |
| All | -100.0% | +9,281.6% | -9,381.6% | -99.4% |
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