+144.5%
EXE vs UPRO
+227.4%
-82.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.0% | -5.3% | +0.1% |
| 7D | -3.9% | -0.9% | -3.0% | -4.0% |
| 30D | -2.6% | -11.4% | +8.9% | -0.4% |
| 3M | -6.9% | -10.9% | +4.0% | -5.0% |
| 6M | -9.3% | -0.5% | -8.8% | -10.4% |
| YTD | -20.7% | +19.9% | -40.6% | -25.7% |
| 1Y | -21.8% | +24.2% | -46.0% | -27.5% |
| 3Y | +16.2% | +236.9% | -220.7% | -20.5% |
| 5Y | +61.1% | +96.6% | -35.5% | +17.0% |
| All | +144.5% | +227.4% | -82.9% | +60.8% |
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 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