+769.0%
CME vs UPRO
+14,289.1%
-13,520.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | +6.2% | -0.9% | +7.1% | +6.4% |
| 3M | +10.4% | +1.9% | +8.5% | +9.0% |
| 6M | -9.5% | +33.1% | -42.6% | -17.1% |
| YTD | +6.0% | +31.8% | -25.8% | -3.0% |
| 1Y | +9.3% | +48.3% | -39.0% | -3.6% |
| 3Y | +57.7% | +221.5% | -163.8% | +4.0% |
| 5Y | +77.7% | +136.7% | -59.1% | +17.3% |
| 10Y | +281.2% | +1,179.2% | -897.9% | +19.0% |
| All | +769.0% | +14,289.1% | -13,520.1% | -10.6% |
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 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