+123.7%
CLF vs UPRO
+1,170.7%
-1,047.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +7.6% | +0.1% | +7.5% | +7.5% |
| 30D | -1.2% | -0.9% | -0.3% | -0.8% |
| 3M | -13.4% | +1.9% | -15.3% | -14.9% |
| 6M | +15.4% | +33.1% | -17.7% | -1.7% |
| YTD | -5.9% | +31.8% | -37.7% | -19.6% |
| 1Y | +18.8% | +48.3% | -29.5% | -4.2% |
| 3Y | -19.4% | +221.5% | -240.9% | -58.8% |
| 5Y | -47.7% | +136.7% | -184.5% | -71.4% |
| All | +123.7% | +1,170.7% | -1,047.0% | -70.1% |
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