-41.4%
CLF vs UPRO
+102.9%
-144.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +16.0% | +9.7% | +6.3% | +10.2% |
| 30D | +1.6% | -9.8% | +11.4% | +7.2% |
| 3M | +6.7% | -9.1% | +15.8% | +11.9% |
| 6M | +21.1% | +0.9% | +20.2% | +19.3% |
| YTD | -1.6% | +21.9% | -23.5% | -12.8% |
| 1Y | +18.5% | +19.8% | -1.3% | +6.0% |
| 3Y | -21.0% | +227.4% | -248.4% | -58.9% |
| 5Y | -41.4% | +100.1% | -141.5% | -65.7% |
| All | -41.4% | +102.9% | -144.2% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling