+196.2%
W vs UPRO
+1,362.2%
-1,165.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -2.0% |
| 7D | -3.6% | -8.7% | +5.1% | +2.4% |
| 30D | +7.0% | -16.9% | +23.9% | +20.8% |
| 3M | +7.4% | -15.3% | +22.6% | +19.4% |
| 6M | +69.3% | -5.7% | +75.0% | +76.8% |
| YTD | +11.3% | +12.1% | -0.8% | +3.8% |
| 1Y | +13.2% | +16.4% | -3.2% | +2.6% |
| 3Y | +142.0% | +210.5% | -68.5% | +18.3% |
| 5Y | -54.6% | +82.4% | -137.0% | -69.0% |
| 10Y | +243.7% | +1,144.5% | -900.8% | -22.8% |
| All | +196.2% | +1,362.2% | -1,165.9% | -41.9% |
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