+759.8%
YUM vs UPRO
+14,044.7%
-13,284.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -1.7% | +1.5% | -3.1% | -2.0% |
| 30D | -0.8% | -3.7% | +2.9% | +0.1% |
| 3M | +1.5% | +8.0% | -6.5% | -1.1% |
| 6M | -6.1% | +38.7% | -44.8% | -14.9% |
| YTD | -0.2% | +29.5% | -29.8% | -8.3% |
| 1Y | +2.5% | +46.1% | -43.6% | -9.3% |
| 3Y | +24.6% | +229.1% | -204.5% | -16.6% |
| 5Y | +25.7% | +136.0% | -110.3% | -14.6% |
| 10Y | +179.7% | +1,155.3% | -975.6% | -4.3% |
| All | +759.8% | +14,044.7% | -13,284.9% | +44.0% |
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 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