-30.9%
WULF vs UPRO
+128.3%
-159.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -4.2% |
| 7D | -0.6% | -6.0% | +5.4% | +4.8% |
| 30D | -3.6% | -5.8% | +2.1% | +1.4% |
| 3M | -30.4% | +10.8% | -41.2% | -36.2% |
| 6M | +12.5% | +31.6% | -19.1% | -9.7% |
| YTD | +40.5% | +25.4% | +15.1% | +18.5% |
| 1Y | +53.0% | +39.2% | +13.7% | +18.4% |
| 3Y | +796.7% | +218.5% | +578.2% | +316.2% |
| 5Y | -30.9% | +137.1% | -167.9% | -64.0% |
| All | -30.9% | +128.3% | -159.2% | -64.0% |
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