-100.0%
VIVK vs UPRO
+10,486.2%
-10,586.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.2% | -11.1% | -12.2% |
| 7D | -1.4% | +0.1% | -1.4% | -1.3% |
| 30D | -43.6% | -0.9% | -42.7% | -43.5% |
| 3M | -95.1% | +1.9% | -97.1% | -95.1% |
| 6M | -98.2% | +33.1% | -131.3% | -98.3% |
| YTD | -97.9% | +31.8% | -129.7% | -98.0% |
| 1Y | -100.0% | +48.3% | -148.3% | -100.0% |
| 3Y | -100.0% | +221.5% | -321.5% | -100.0% |
| 5Y | -100.0% | +136.7% | -236.7% | -100.0% |
| 10Y | -100.0% | +1,179.2% | -1,279.2% | -100.0% |
| All | -100.0% | +10,486.2% | -10,586.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling