-58.7%
ZTS vs UPRO
+230.2%
-288.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -4.8% | +1.5% | -6.2% | -5.1% |
| 30D | +1.2% | -3.7% | +5.0% | +2.0% |
| 3M | -6.0% | +8.0% | -14.0% | -8.0% |
| 6M | -38.7% | +38.7% | -77.4% | -43.7% |
| YTD | -40.6% | +29.5% | -70.2% | -44.7% |
| 1Y | -50.6% | +46.1% | -96.7% | -55.3% |
| 3Y | -58.7% | +229.1% | -287.8% | -73.1% |
| All | -58.7% | +230.2% | -288.9% | -73.1% |
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