+242.6%
WULF vs UPRO
+14,044.6%
-13,802.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.7% | +9.9% | +8.7% |
| 7D | +21.9% | +1.5% | +20.5% | +21.4% |
| 30D | +4.6% | -3.7% | +8.3% | +5.7% |
| 3M | -30.9% | +8.0% | -38.9% | -32.3% |
| 6M | +29.9% | +38.7% | -8.8% | +19.4% |
| YTD | +55.4% | +29.5% | +25.9% | +46.3% |
| 1Y | +94.1% | +46.1% | +48.0% | +77.4% |
| 3Y | +892.2% | +229.1% | +663.1% | +695.8% |
| 5Y | -26.7% | +136.0% | -162.7% | -39.9% |
| 10Y | +94.0% | +1,155.3% | -1,061.3% | +37.3% |
| All | +242.6% | +14,044.6% | -13,802.0% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling