+21.8%
YUM vs UPRO
+128.3%
-106.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.6% |
| 7D | -5.2% | -6.0% | +0.8% | -4.2% |
| 30D | -0.1% | -5.8% | +5.7% | +0.9% |
| 3M | -4.3% | +10.8% | -15.1% | -6.4% |
| 6M | -8.7% | +31.6% | -40.3% | -14.0% |
| YTD | -3.5% | +25.4% | -28.9% | -8.5% |
| 1Y | +0.5% | +39.2% | -38.8% | -7.1% |
| 3Y | +20.5% | +218.5% | -198.0% | -10.4% |
| 5Y | +21.8% | +137.1% | -115.2% | -8.9% |
| All | +21.8% | +128.3% | -106.5% | -8.9% |
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