+448.7%
WELL vs UPRO
+1,114.9%
-666.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.2% |
| 7D | +0.1% | -3.8% | +3.9% | +0.8% |
| 30D | +7.8% | -8.9% | +16.6% | +9.9% |
| 3M | +10.2% | -7.4% | +17.7% | +11.7% |
| 6M | +16.4% | +1.6% | +14.8% | +13.8% |
| YTD | +35.2% | +23.2% | +12.0% | +24.1% |
| 1Y | +30.5% | +21.2% | +9.2% | +20.0% |
| 3Y | +206.1% | +230.8% | -24.7% | +93.8% |
| 5Y | +228.3% | +106.7% | +121.6% | +121.7% |
| All | +448.7% | +1,114.9% | -666.2% | +110.2% |
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