-22.1%
WULF vs UPRO
+29.4%
-51.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.9% | -11.5% | -12.7% |
| 7D | -12.8% | -2.6% | -10.2% | -10.1% |
| 30D | -20.9% | -4.3% | -16.6% | -15.5% |
| 3M | -38.0% | -4.3% | -33.7% | -34.0% |
| 6M | -47.5% | +14.7% | -62.3% | -55.5% |
| YTD | +1.8% | +28.0% | -26.2% | -23.6% |
| 1Y | -22.1% | +29.8% | -51.9% | -42.3% |
| All | -22.1% | +29.4% | -51.5% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling