-26.9%
CLX vs UPRO
+81.0%
-107.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | +13.6% | -8.7% | +22.3% | +14.6% |
| 30D | +23.4% | -16.9% | +40.3% | +25.6% |
| 3M | -2.8% | -15.3% | +12.4% | -1.3% |
| 6M | +14.0% | -5.7% | +19.7% | +14.2% |
| YTD | +4.2% | +12.1% | -7.9% | +2.2% |
| 1Y | -1.2% | +16.4% | -17.6% | -3.6% |
| 3Y | -12.7% | +210.5% | -223.2% | -26.3% |
| All | -26.9% | +81.0% | -107.9% | -41.0% |
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