+79.1%
CME vs UPRO
+137.3%
-58.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +6.2% | -0.9% | +7.1% | +6.3% |
| 3M | +10.4% | +1.9% | +8.5% | +10.0% |
| 6M | -9.5% | +33.1% | -42.6% | -12.1% |
| YTD | +6.0% | +31.8% | -25.8% | +2.9% |
| 1Y | +9.3% | +48.3% | -39.0% | +4.6% |
| 3Y | +57.7% | +221.5% | -163.8% | +31.0% |
| All | +79.1% | +137.3% | -58.2% | +51.3% |
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