-51.4%
CLF vs UPRO
+81.0%
-132.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.2% |
| 7D | -19.6% | -8.7% | -10.9% | -15.6% |
| 30D | -5.0% | -16.9% | +11.9% | +4.9% |
| 3M | -6.3% | -15.3% | +9.0% | +2.2% |
| 6M | +2.8% | -5.7% | +8.5% | +5.2% |
| YTD | -13.7% | +12.1% | -25.8% | -19.9% |
| 1Y | +13.6% | +16.4% | -2.8% | +3.1% |
| 3Y | -34.0% | +210.5% | -244.5% | -64.6% |
| All | -51.4% | +81.0% | -132.4% | -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 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