-100.0%
VIVK vs UPRO
+212.7%
-312.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.7% |
| 7D | -9.5% | -6.0% | -3.5% | -8.7% |
| 30D | -35.1% | -5.8% | -29.3% | -34.5% |
| 3M | -93.4% | +10.8% | -104.2% | -93.5% |
| 6M | -98.0% | +31.6% | -129.6% | -98.1% |
| YTD | -97.9% | +25.4% | -123.2% | -98.0% |
| 1Y | -100.0% | +39.2% | -139.2% | -100.0% |
| All | -100.0% | +212.7% | -312.7% | -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 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