+58.8%
ZTS vs UPRO
+1,162.5%
-1,103.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -3.8% | -1.3% | -2.4% | -3.4% |
| 30D | -2.0% | -5.0% | +3.0% | -0.6% |
| 3M | -10.2% | +7.5% | -17.7% | -12.8% |
| 6M | -39.4% | +33.2% | -72.6% | -45.1% |
| YTD | -40.8% | +27.7% | -68.5% | -45.9% |
| 1Y | -50.1% | +43.0% | -93.2% | -56.1% |
| 3Y | -58.9% | +224.4% | -283.3% | -73.6% |
| 5Y | -62.4% | +135.9% | -198.2% | -75.2% |
| 10Y | +58.8% | +1,232.5% | -1,173.7% | -48.7% |
| All | +58.8% | +1,162.5% | -1,103.7% | -48.7% |
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