+10.1%
CME vs UPRO
+46.2%
-36.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.3% |
| 7D | -2.9% | +1.5% | -4.3% | -2.7% |
| 30D | +5.5% | -3.7% | +9.2% | +5.1% |
| 3M | +11.0% | +8.0% | +3.0% | +12.2% |
| 6M | -9.7% | +38.7% | -48.3% | -6.8% |
| YTD | +4.9% | +29.5% | -24.7% | +7.6% |
| 1Y | +10.1% | +46.1% | -36.0% | +16.4% |
| All | +10.1% | +46.2% | -36.1% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling