+57.3%
WULF vs UPRO
+41.4%
+15.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +1.0% |
| 7D | +1.4% | -2.5% | +3.9% | +4.3% |
| 30D | -2.6% | -4.2% | +1.6% | +2.0% |
| 3M | -34.0% | +8.1% | -42.0% | -40.1% |
| 6M | +10.0% | +35.2% | -25.3% | -20.9% |
| YTD | +45.7% | +28.4% | +17.3% | +11.1% |
| 1Y | +57.3% | +39.3% | +18.1% | +21.6% |
| All | +57.3% | +41.4% | +15.9% | +21.6% |
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