+202.4%
ZETA vs UPRO
+81.0%
+121.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +4.8% |
| 7D | -0.4% | -8.7% | +8.2% | +5.1% |
| 30D | -8.0% | -16.9% | +8.9% | +3.1% |
| 3M | +21.4% | -15.3% | +36.7% | +34.1% |
| 6M | +80.1% | -5.7% | +85.8% | +84.1% |
| YTD | +52.5% | +12.1% | +40.4% | +39.8% |
| 1Y | +58.5% | +16.4% | +42.1% | +42.2% |
| 3Y | +281.7% | +210.5% | +71.1% | +85.4% |
| All | +202.4% | +81.0% | +121.4% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling