+849.4%
CME vs UPRO
+12,137.2%
-11,287.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.6% |
| 7D | +0.9% | -8.7% | +9.6% | +2.8% |
| 30D | +13.2% | -16.9% | +30.1% | +17.8% |
| 3M | +16.3% | -15.3% | +31.5% | +20.2% |
| 6M | +7.1% | -5.7% | +12.9% | +6.9% |
| YTD | +15.8% | +12.1% | +3.7% | +9.5% |
| 1Y | +17.1% | +16.4% | +0.7% | +9.3% |
| 3Y | +63.2% | +210.5% | -147.4% | +7.7% |
| 5Y | +70.2% | +82.4% | -12.2% | +20.1% |
| 10Y | +337.0% | +1,144.5% | -807.5% | +35.1% |
| All | +849.4% | +12,137.2% | -11,287.8% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling