+0.7%
ZS vs UPRO
+230.2%
-229.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.8% |
| 7D | -9.2% | +1.5% | -10.7% | -9.8% |
| 30D | -4.0% | -3.7% | -0.3% | -2.1% |
| 3M | +25.3% | +8.0% | +17.3% | +20.4% |
| 6M | -1.3% | +38.7% | -39.9% | -16.8% |
| YTD | -28.0% | +29.5% | -57.6% | -37.4% |
| 1Y | -42.5% | +46.1% | -88.6% | -53.2% |
| 3Y | +0.7% | +229.1% | -228.4% | -50.7% |
| All | +0.7% | +230.2% | -229.4% | -50.7% |
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