-36.4%
CLF vs UPRO
+13,348.2%
-13,384.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | -0.1% |
| 7D | +2.3% | -3.8% | +6.1% | +4.8% |
| 30D | +1.9% | -8.9% | +10.8% | +7.0% |
| 3M | +5.9% | -7.4% | +13.3% | +10.1% |
| 6M | +16.9% | +1.6% | +15.4% | +14.6% |
| YTD | -1.1% | +23.2% | -24.2% | -13.4% |
| 1Y | +28.8% | +21.2% | +7.6% | +13.8% |
| 3Y | -20.6% | +230.8% | -251.4% | -61.9% |
| 5Y | -41.5% | +106.7% | -148.2% | -67.1% |
| 10Y | +87.5% | +1,125.0% | -1,037.5% | -71.8% |
| All | -36.4% | +13,348.2% | -13,384.6% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling