+163.6%
W vs UPRO
+1,619.3%
-1,455.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.3% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -7.6% | -0.9% | -6.7% | -7.0% |
| 3M | +37.2% | +1.9% | +35.2% | +36.1% |
| 6M | +26.3% | +33.1% | -6.8% | +5.0% |
| YTD | -1.0% | +31.8% | -32.8% | -16.8% |
| 1Y | +20.1% | +48.3% | -28.2% | -7.3% |
| 3Y | +37.8% | +221.5% | -183.7% | -34.2% |
| 5Y | -63.7% | +136.7% | -200.4% | -78.8% |
| 10Y | +156.3% | +1,179.2% | -1,022.8% | -45.6% |
| All | +163.6% | +1,619.3% | -1,455.7% | -53.4% |
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