+421.1%
WMT vs UPRO
+1,226.0%
-805.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -2.5% | -6.0% | +3.5% | -1.5% |
| 30D | -6.4% | -5.8% | -0.6% | -5.5% |
| 3M | -12.1% | +10.8% | -22.9% | -13.9% |
| 6M | -15.0% | +31.6% | -46.5% | -19.4% |
| YTD | -4.5% | +25.4% | -29.9% | -9.0% |
| 1Y | +6.2% | +39.2% | -33.1% | -1.1% |
| 3Y | +99.9% | +218.5% | -118.6% | +56.3% |
| 5Y | +131.4% | +137.1% | -5.6% | +80.7% |
| All | +421.1% | +1,226.0% | -805.0% | +161.9% |
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 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