+299.5%
CME vs UPRO
+1,163.1%
-863.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -1.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.7% |
| 30D | +8.5% | -11.4% | +20.0% | +10.6% |
| 3M | +16.0% | -10.9% | +26.9% | +17.9% |
| 6M | +9.3% | -0.5% | +9.9% | +8.0% |
| YTD | +15.3% | +19.9% | -4.6% | +8.8% |
| 1Y | +14.4% | +24.2% | -9.8% | +6.9% |
| 3Y | +59.9% | +236.9% | -177.0% | +11.1% |
| 5Y | +69.4% | +96.6% | -27.1% | +25.9% |
| 10Y | +299.5% | +1,091.6% | -792.1% | +33.9% |
| All | +299.5% | +1,163.1% | -863.6% | +33.9% |
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