+24.9%
CLX vs UPRO
+1,163.1%
-1,138.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.0% | -1.4% | +4.9% |
| 7D | +17.4% | -0.9% | +18.3% | +17.4% |
| 30D | +27.8% | -11.4% | +39.2% | +29.1% |
| 3M | +3.0% | -10.9% | +13.9% | +4.0% |
| 6M | +17.5% | -0.5% | +18.1% | +17.1% |
| YTD | +10.0% | +19.9% | -9.9% | +7.3% |
| 1Y | +3.3% | +24.2% | -20.9% | +0.3% |
| 3Y | -10.1% | +236.9% | -247.1% | -23.2% |
| 5Y | -23.7% | +96.6% | -120.3% | -33.7% |
| 10Y | +24.9% | +1,091.6% | -1,066.7% | -27.2% |
| All | +24.9% | +1,163.1% | -1,138.3% | -27.2% |
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