+319.2%
ZETA vs UPRO
+168.8%
+150.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | +26.5% | +9.7% | +16.8% | +19.4% |
| 30D | +10.3% | -9.8% | +20.0% | +17.2% |
| 3M | +30.5% | -9.1% | +39.6% | +37.9% |
| 6M | +129.4% | +0.9% | +128.5% | +124.9% |
| YTD | +83.1% | +21.9% | +61.3% | +59.5% |
| 1Y | +82.1% | +19.8% | +62.3% | +60.7% |
| 3Y | +352.3% | +227.4% | +124.9% | +114.7% |
| 5Y | +293.1% | +100.1% | +193.1% | +131.1% |
| All | +319.2% | +168.8% | +150.5% | +119.2% |
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