+71.0%
CME vs UPRO
+81.0%
-10.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | +0.9% | -8.7% | +9.6% | +1.5% |
| 30D | +13.2% | -16.9% | +30.1% | +14.5% |
| 3M | +16.3% | -15.3% | +31.5% | +17.4% |
| 6M | +7.1% | -5.7% | +12.9% | +7.0% |
| YTD | +15.8% | +12.1% | +3.7% | +13.7% |
| 1Y | +17.1% | +16.4% | +0.7% | +14.4% |
| 3Y | +63.2% | +210.5% | -147.4% | +35.1% |
| All | +71.0% | +81.0% | -10.0% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling