+192.7%
VLO vs UPRO
+230.2%
-37.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.6% |
| 7D | +5.8% | +1.5% | +4.3% | +5.4% |
| 30D | +28.3% | -3.7% | +32.1% | +29.2% |
| 3M | +48.7% | +8.0% | +40.8% | +45.6% |
| 6M | +71.9% | +38.7% | +33.3% | +57.1% |
| YTD | +138.7% | +29.5% | +109.1% | +121.5% |
| 1Y | +148.5% | +46.1% | +102.4% | +121.5% |
| 3Y | +192.7% | +229.1% | -36.4% | +97.8% |
| All | +192.7% | +230.2% | -37.5% | +97.8% |
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