+20.4%
EXE vs UPRO
+235.9%
-215.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.0% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +8.5% | -0.9% | +9.3% | +8.5% |
| 3M | +5.5% | +1.9% | +3.5% | +4.8% |
| 6M | -5.9% | +33.1% | -39.0% | -11.2% |
| YTD | -9.7% | +31.8% | -41.5% | -14.9% |
| 1Y | +3.6% | +48.3% | -44.7% | -5.0% |
| All | +20.4% | +235.9% | -215.5% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling