+235.9%
WAT vs UPRO
+1,114.9%
-879.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -2.2% |
| 7D | +0.7% | -3.8% | +4.5% | +1.6% |
| 30D | +9.0% | -8.9% | +17.8% | +11.8% |
| 3M | +13.5% | -7.4% | +20.9% | +15.7% |
| 6M | +35.3% | +1.6% | +33.7% | +33.2% |
| YTD | +24.0% | +23.2% | +0.8% | +14.3% |
| 1Y | +22.0% | +21.2% | +0.7% | +12.8% |
| 3Y | +84.0% | +230.8% | -146.8% | +19.2% |
| 5Y | +34.4% | +106.7% | -72.3% | -6.5% |
| All | +235.9% | +1,114.9% | -879.0% | +11.0% |
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