+300.7%
CME vs UPRO
+1,114.9%
-814.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.4% |
| 7D | +2.5% | -3.8% | +6.2% | +2.9% |
| 30D | +13.9% | -8.9% | +22.8% | +15.4% |
| 3M | +22.4% | -7.4% | +29.8% | +23.5% |
| 6M | +12.9% | +1.6% | +11.3% | +11.1% |
| YTD | +19.6% | +23.2% | -3.6% | +12.3% |
| 1Y | +17.7% | +21.2% | -3.6% | +10.6% |
| 3Y | +65.3% | +230.8% | -165.5% | +15.6% |
| 5Y | +75.1% | +106.7% | -31.5% | +28.7% |
| All | +300.7% | +1,114.9% | -814.2% | +36.5% |
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