+279.2%
ZETA vs UPRO
+230.2%
+49.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.6% |
| 7D | -2.4% | +1.5% | -3.9% | -3.3% |
| 30D | +15.6% | -3.7% | +19.3% | +18.7% |
| 3M | +41.5% | +8.0% | +33.5% | +33.2% |
| 6M | +63.4% | +38.7% | +24.8% | +28.6% |
| YTD | +51.3% | +29.5% | +21.8% | +25.5% |
| 1Y | +65.8% | +46.1% | +19.7% | +27.9% |
| 3Y | +279.2% | +229.1% | +50.1% | +72.8% |
| All | +279.2% | +230.2% | +49.0% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling