+223.1%
VLO vs UPRO
+226.4%
-3.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.0% | -4.0% | +1.7% |
| 7D | -6.5% | -0.9% | -5.6% | -6.5% |
| 30D | -17.8% | -11.4% | -6.3% | -16.1% |
| 3M | +19.6% | -10.9% | +30.5% | +21.6% |
| 6M | +49.3% | -0.5% | +49.8% | +47.4% |
| YTD | +122.4% | +19.9% | +102.5% | +108.3% |
| 1Y | +107.4% | +24.2% | +83.2% | +91.9% |
| 3Y | +223.1% | +236.9% | -13.9% | +104.6% |
| All | +223.1% | +226.4% | -3.3% | +104.6% |
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