+217.0%
W vs UPRO
+1,064.0%
-847.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -2.9% |
| 7D | +1.1% | -2.9% | +4.0% | +3.0% |
| 30D | +6.4% | -12.4% | +18.8% | +16.6% |
| 3M | +9.0% | -11.9% | +20.8% | +18.5% |
| 6M | +69.8% | -1.7% | +71.5% | +72.3% |
| YTD | +12.1% | +18.5% | -6.5% | -0.3% |
| 1Y | 0.0% | +17.5% | -17.5% | -10.9% |
| 3Y | +160.3% | +218.4% | -58.0% | +17.5% |
| 5Y | -53.3% | +99.1% | -152.4% | -71.2% |
| 10Y | +217.0% | +1,071.1% | -854.1% | -35.8% |
| All | +217.0% | +1,064.0% | -847.0% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling