+37.6%
CL vs UPRO
+210.8%
-173.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.2% |
| 7D | +1.3% | -8.7% | +10.0% | +1.4% |
| 30D | +11.4% | -16.9% | +28.3% | +11.4% |
| 3M | +4.4% | -15.3% | +19.7% | +4.5% |
| 6M | +10.8% | -5.7% | +16.5% | +10.7% |
| YTD | +25.1% | +12.1% | +13.0% | +24.4% |
| 1Y | +28.0% | +16.4% | +11.5% | +27.1% |
| 3Y | +37.6% | +210.5% | -172.9% | +25.5% |
| All | +37.6% | +210.8% | -173.2% | +25.5% |
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