+66.4%
CME vs UPRO
+226.4%
-159.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.7% |
| 7D | +3.9% | +7.4% | -3.5% | +4.3% |
| 30D | +11.3% | -7.9% | +19.2% | +11.0% |
| 3M | +19.6% | -12.0% | +31.6% | +19.0% |
| 6M | +8.1% | -2.0% | +10.0% | +8.2% |
| YTD | +20.4% | +20.4% | 0.0% | +21.4% |
| 1Y | +16.5% | +24.5% | -8.0% | +17.5% |
| 3Y | +66.4% | +224.4% | -157.9% | +72.6% |
| All | +66.4% | +226.4% | -159.9% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling