+62.2%
ZM vs UPRO
+226.4%
-164.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.5% |
| 7D | +11.0% | +7.4% | +3.6% | +8.6% |
| 30D | +5.6% | -7.9% | +13.5% | +8.1% |
| 3M | -9.1% | -12.0% | +2.9% | -5.8% |
| 6M | -2.6% | -2.0% | -0.6% | -2.5% |
| YTD | +15.7% | +20.4% | -4.7% | +8.2% |
| 1Y | +18.8% | +24.5% | -5.8% | +9.9% |
| 3Y | +62.2% | +224.4% | -162.2% | +2.5% |
| All | +62.2% | +226.4% | -164.2% | +2.5% |
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