-100.0%
VIVK vs UPRO
+137.8%
-237.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.4% | -9.8% | -7.7% |
| 7D | -4.4% | -2.5% | -1.8% | -4.1% |
| 30D | -40.8% | -4.2% | -36.6% | -40.5% |
| 3M | -94.1% | +8.1% | -102.2% | -94.2% |
| 6M | -98.2% | +35.2% | -133.4% | -98.3% |
| YTD | -98.0% | +28.4% | -126.5% | -98.1% |
| 1Y | -100.0% | +39.3% | -139.2% | -100.0% |
| 3Y | -100.0% | +219.9% | -319.9% | -100.0% |
| All | -100.0% | +137.8% | -237.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling