+174.6%
ZTS vs UPRO
+3,628.7%
-3,454.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | +1.9% | -0.9% | +2.8% | +2.1% |
| 3M | -4.0% | +1.9% | -5.9% | -5.4% |
| 6M | -39.1% | +33.1% | -72.2% | -44.9% |
| YTD | -38.8% | +31.8% | -70.6% | -44.6% |
| 1Y | -49.6% | +48.3% | -97.8% | -56.1% |
| 3Y | -59.0% | +221.5% | -280.4% | -73.5% |
| 5Y | -61.8% | +136.7% | -198.5% | -74.8% |
| 10Y | +61.4% | +1,179.2% | -1,117.7% | -47.7% |
| All | +174.6% | +3,628.7% | -3,454.0% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling