+74.6%
CLF vs UPRO
+1,087.5%
-1,012.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.5% |
| 7D | +10.4% | +7.4% | +3.0% | +6.2% |
| 30D | +0.6% | -7.9% | +8.4% | +4.8% |
| 3M | +4.1% | -12.0% | +16.1% | +11.1% |
| 6M | +15.1% | -2.0% | +17.1% | +15.2% |
| YTD | -4.7% | +20.4% | -25.1% | -14.8% |
| 1Y | +20.4% | +24.5% | -4.1% | +5.7% |
| 3Y | -23.4% | +224.4% | -247.7% | -60.7% |
| 5Y | -43.3% | +97.6% | -140.9% | -65.6% |
| All | +74.6% | +1,087.5% | -1,012.8% | -68.1% |
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