+20.2%
CLF vs UPRO
+29.4%
-9.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.9% | -14.1% | -12.0% |
| 7D | -7.9% | -2.6% | -5.3% | -6.7% |
| 30D | +5.2% | -4.3% | +9.6% | +7.8% |
| 3M | +4.3% | -4.3% | +8.6% | +6.6% |
| 6M | +25.3% | +14.7% | +10.5% | +13.1% |
| YTD | -3.3% | +28.0% | -31.3% | -18.7% |
| 1Y | +20.2% | +29.8% | -9.6% | +0.5% |
| All | +20.2% | +29.4% | -9.2% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling