+444.2%
V vs UPRO
+1,163.1%
-718.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -2.4% |
| 7D | -0.8% | -0.9% | +0.1% | -0.9% |
| 30D | +9.5% | -11.4% | +21.0% | +13.3% |
| 3M | +16.7% | -10.9% | +27.6% | +20.2% |
| 6M | +32.9% | -0.5% | +33.5% | +30.7% |
| YTD | +21.1% | +19.9% | +1.2% | +10.7% |
| 1Y | +26.6% | +24.2% | +2.4% | +14.0% |
| 3Y | +78.4% | +236.9% | -158.6% | +5.7% |
| 5Y | +105.5% | +96.6% | +8.9% | +35.9% |
| 10Y | +444.2% | +1,091.6% | -647.3% | +36.3% |
| All | +444.2% | +1,163.1% | -718.9% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling