+243.6%
W vs UPRO
+1,163.1%
-919.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.0% | -2.4% | -0.4% |
| 7D | +3.3% | -0.9% | +4.2% | +3.7% |
| 30D | +10.5% | -11.4% | +22.0% | +20.1% |
| 3M | +9.6% | -10.9% | +20.5% | +18.3% |
| 6M | +76.4% | -0.5% | +76.9% | +77.5% |
| YTD | +16.4% | +19.9% | -3.5% | +2.7% |
| 1Y | +9.3% | +24.2% | -14.9% | -6.3% |
| 3Y | +172.8% | +236.9% | -64.1% | +18.3% |
| 5Y | -53.4% | +96.6% | -149.9% | -71.1% |
| 10Y | +243.6% | +1,091.6% | -848.0% | -32.0% |
| All | +243.6% | +1,163.1% | -919.5% | -32.0% |
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 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