-60.4%
ZM vs UPRO
+104.9%
-165.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.9% | +4.0% | +6.2% |
| 7D | +6.8% | -3.8% | +10.6% | +8.2% |
| 30D | +0.1% | -8.9% | +9.0% | +3.9% |
| 3M | -7.5% | -7.4% | -0.1% | -4.8% |
| 6M | -8.4% | +1.6% | -10.0% | -10.3% |
| YTD | +13.7% | +23.2% | -9.5% | +1.3% |
| 1Y | +15.9% | +21.2% | -5.3% | +3.7% |
| 3Y | +58.0% | +230.8% | -172.8% | -22.2% |
| 5Y | -60.4% | +106.7% | -167.1% | -78.5% |
| All | -60.4% | +104.9% | -165.3% | -78.5% |
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 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