+225.8%
WELL vs UPRO
+81.0%
+144.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +4.4% | -8.7% | +13.1% | +5.8% |
| 30D | +10.8% | -16.9% | +27.7% | +13.9% |
| 3M | +4.2% | -15.3% | +19.5% | +6.7% |
| 6M | +14.0% | -5.7% | +19.7% | +13.9% |
| YTD | +33.4% | +12.1% | +21.3% | +28.4% |
| 1Y | +32.4% | +16.4% | +16.0% | +26.3% |
| 3Y | +194.7% | +210.5% | -15.8% | +117.0% |
| All | +225.8% | +81.0% | +144.8% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling