+178.5%
EXE vs UPRO
+259.9%
-81.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.9% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +8.5% | -0.9% | +9.3% | +8.6% |
| 3M | +5.5% | +1.9% | +3.5% | +4.4% |
| 6M | -5.9% | +33.1% | -39.0% | -13.0% |
| YTD | -9.7% | +31.8% | -41.5% | -16.7% |
| 1Y | +3.6% | +48.3% | -44.7% | -7.5% |
| 3Y | +18.0% | +221.5% | -203.4% | -17.6% |
| 5Y | +109.4% | +136.7% | -27.3% | +46.1% |
| All | +178.5% | +259.9% | -81.4% | +80.3% |
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