+282.1%
CME vs UPRO
+1,152.9%
-870.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -2.9% | +1.5% | -4.3% | -3.2% |
| 30D | +5.5% | -3.7% | +9.2% | +6.3% |
| 3M | +11.0% | +8.0% | +3.0% | +8.7% |
| 6M | -9.7% | +38.7% | -48.3% | -16.5% |
| YTD | +4.9% | +29.5% | -24.7% | -2.0% |
| 1Y | +10.1% | +46.1% | -36.0% | -0.2% |
| 3Y | +53.5% | +229.1% | -175.6% | +7.9% |
| 5Y | +77.2% | +136.0% | -58.8% | +26.1% |
| 10Y | +282.1% | +1,155.3% | -873.1% | +34.0% |
| All | +282.1% | +1,152.9% | -870.8% | +34.0% |
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 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