+87.8%
ZTS vs UPRO
+1,087.5%
-999.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.4% |
| 7D | +5.6% | +7.4% | -1.8% | +3.3% |
| 30D | +12.1% | -7.9% | +20.0% | +14.5% |
| 3M | +11.3% | -12.0% | +23.3% | +15.0% |
| 6M | +14.3% | -2.0% | +16.3% | +13.4% |
| YTD | -31.9% | +20.4% | -52.3% | -36.9% |
| 1Y | -29.3% | +24.5% | -53.8% | -35.2% |
| 3Y | -48.0% | +224.4% | -272.4% | -66.7% |
| 5Y | -58.9% | +97.6% | -156.5% | -71.4% |
| All | +87.8% | +1,087.5% | -999.7% | -39.7% |
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 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