+80.1%
CLF vs UPRO
+1,163.1%
-1,083.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.0% | 0.0% | +3.2% |
| 7D | -14.1% | -0.9% | -13.2% | -13.8% |
| 30D | -5.5% | -11.4% | +5.9% | +0.6% |
| 3M | 0.0% | -10.9% | +10.9% | +6.0% |
| 6M | +11.3% | -0.5% | +11.8% | +10.6% |
| YTD | -7.7% | +19.9% | -27.6% | -17.2% |
| 1Y | +17.5% | +24.2% | -6.7% | +3.3% |
| 3Y | -25.4% | +236.9% | -262.4% | -62.5% |
| 5Y | -46.0% | +96.6% | -142.5% | -67.1% |
| 10Y | +80.1% | +1,091.6% | -1,011.5% | -68.4% |
| All | +80.1% | +1,163.1% | -1,083.1% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling