+150.1%
EXE vs UPRO
+223.7%
-73.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.5% |
| 7D | -2.2% | -2.9% | +0.7% | -1.9% |
| 30D | -0.3% | -12.4% | +12.1% | +2.2% |
| 3M | -9.3% | -11.9% | +2.5% | -7.3% |
| 6M | -7.2% | -1.7% | -5.6% | -8.1% |
| YTD | -18.9% | +18.5% | -37.4% | -23.8% |
| 1Y | -21.7% | +17.5% | -39.2% | -26.4% |
| 3Y | +21.0% | +218.4% | -197.4% | -15.9% |
| 5Y | +76.0% | +99.1% | -23.2% | +27.3% |
| All | +150.1% | +223.7% | -73.6% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling