-18.3%
ZBH vs UPRO
+1,226.0%
-1,244.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | -6.6% | -6.0% | -0.5% | -5.0% |
| 30D | -4.9% | -5.8% | +0.9% | -3.4% |
| 3M | +5.1% | +10.8% | -5.7% | +1.6% |
| 6M | +1.3% | +31.6% | -30.2% | -7.1% |
| YTD | +3.4% | +25.4% | -22.0% | -4.4% |
| 1Y | -8.7% | +39.2% | -47.9% | -18.4% |
| 3Y | -21.2% | +218.5% | -239.7% | -48.0% |
| 5Y | -29.2% | +137.1% | -166.3% | -52.8% |
| All | -18.3% | +1,226.0% | -1,244.3% | -74.3% |
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 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