+40.8%
CL vs UPRO
+96.6%
-55.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +2.6% | -2.9% | +5.5% | +2.7% |
| 30D | +11.8% | -12.4% | +24.2% | +12.6% |
| 3M | +5.9% | -11.9% | +17.8% | +6.6% |
| 6M | +13.3% | -1.7% | +15.0% | +12.9% |
| YTD | +27.1% | +18.5% | +8.6% | +24.6% |
| 1Y | +28.0% | +17.5% | +10.5% | +25.5% |
| 3Y | +39.4% | +218.4% | -179.0% | +20.1% |
| 5Y | +40.8% | +99.1% | -58.4% | +20.6% |
| All | +40.8% | +96.6% | -55.9% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling