-100.0%
VIVK vs UPRO
+29.4%
-129.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +4.9% | -32.3% | -28.3% |
| 7D | -68.7% | -2.6% | -66.1% | -68.2% |
| 30D | -90.0% | -4.3% | -85.7% | -89.9% |
| 3M | -98.1% | -4.3% | -93.8% | -98.0% |
| 6M | -99.9% | +14.7% | -114.7% | -99.9% |
| YTD | -99.9% | +28.0% | -127.9% | -99.9% |
| 1Y | -100.0% | +29.8% | -129.8% | -100.0% |
| All | -100.0% | +29.4% | -129.4% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling