+14.0%
ZM vs UPRO
+38.4%
-24.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | -2.7% | -6.0% | +3.3% | -0.9% |
| 30D | -10.0% | -5.8% | -4.2% | -8.3% |
| 3M | +1.6% | +10.8% | -9.2% | -1.5% |
| 6M | +25.0% | +31.6% | -6.6% | +14.9% |
| YTD | +10.6% | +25.4% | -14.8% | +3.6% |
| 1Y | +14.0% | +39.2% | -25.3% | +5.4% |
| All | +14.0% | +38.4% | -24.4% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling