+55.1%
ZM vs UPRO
+479.9%
-424.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | -10.3% | -5.0% | -5.3% | -9.1% |
| 3M | -0.7% | +7.5% | -8.2% | -2.6% |
| 6M | +24.8% | +33.2% | -8.4% | +15.9% |
| YTD | +11.5% | +27.7% | -16.3% | +4.5% |
| 1Y | +12.3% | +43.0% | -30.7% | +2.3% |
| 3Y | +33.5% | +224.4% | -191.0% | -2.1% |
| 5Y | -67.5% | +135.9% | -203.4% | -76.1% |
| All | +55.1% | +479.9% | -424.8% | +17.2% |
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