+83.5%
CLF vs UPRO
+1,064.0%
-980.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.5% |
| 7D | -9.1% | -2.9% | -6.2% | -7.8% |
| 30D | -0.9% | -12.4% | +11.5% | +6.1% |
| 3M | +3.0% | -11.9% | +14.8% | +9.7% |
| 6M | +16.7% | -1.7% | +18.4% | +16.7% |
| YTD | -3.2% | +18.5% | -21.7% | -12.7% |
| 1Y | +24.6% | +17.5% | +7.1% | +12.9% |
| 3Y | -22.3% | +218.4% | -240.7% | -59.7% |
| 5Y | -41.2% | +99.1% | -140.3% | -64.5% |
| 10Y | +83.5% | +1,071.1% | -987.6% | -66.8% |
| All | +83.5% | +1,064.0% | -980.5% | -66.8% |
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