+56.4%
V vs UPRO
+222.2%
-165.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +2.0% | -0.9% | +2.8% | +2.1% |
| 3M | +17.4% | +1.9% | +15.4% | +16.3% |
| 6M | +17.5% | +33.1% | -15.6% | +8.7% |
| YTD | +7.6% | +31.8% | -24.2% | -0.4% |
| 1Y | +7.7% | +48.3% | -40.6% | -3.6% |
| All | +56.4% | +222.2% | -165.8% | +8.1% |
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