+242.2%
ZETA vs UPRO
+181.6%
+60.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.3% |
| 7D | -0.1% | -1.3% | +1.2% | +0.9% |
| 30D | +10.5% | -5.0% | +15.5% | +14.2% |
| 3M | +44.3% | +7.5% | +36.8% | +36.9% |
| 6M | +59.4% | +33.2% | +26.2% | +31.4% |
| YTD | +49.5% | +27.7% | +21.8% | +27.2% |
| 1Y | +62.7% | +43.0% | +19.6% | +29.9% |
| 3Y | +274.6% | +224.4% | +50.2% | +78.7% |
| 5Y | +349.3% | +135.9% | +213.5% | +138.9% |
| All | +242.2% | +181.6% | +60.6% | +74.8% |
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