+165.5%
YUM vs UPRO
+1,258.3%
-1,092.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.7% |
| 7D | -6.1% | -2.5% | -3.5% | -5.5% |
| 30D | -5.8% | -4.2% | -1.6% | -5.0% |
| 3M | -7.6% | +8.1% | -15.7% | -9.7% |
| 6M | -9.1% | +35.2% | -44.4% | -16.4% |
| YTD | -5.5% | +28.4% | -34.0% | -12.2% |
| 1Y | -3.7% | +39.3% | -43.0% | -12.8% |
| 3Y | +17.8% | +219.9% | -202.1% | -17.8% |
| 5Y | +19.3% | +142.8% | -123.6% | -16.6% |
| All | +165.5% | +1,258.3% | -1,092.8% | -3.6% |
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 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