-100.0%
VIVK vs UPRO
+95.9%
-195.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.2% | -6.3% | -7.3% |
| 7D | -57.7% | +7.4% | -65.1% | -58.4% |
| 30D | -87.3% | -7.9% | -79.4% | -87.0% |
| 3M | -98.9% | -12.0% | -86.9% | -98.9% |
| 6M | -100.0% | -2.0% | -98.0% | -100.0% |
| YTD | -100.0% | +20.4% | -120.4% | -100.0% |
| 1Y | -100.0% | +24.5% | -124.5% | -100.0% |
| 3Y | -100.0% | +224.4% | -324.4% | -100.0% |
| All | -100.0% | +95.9% | -195.9% | -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