-22.8%
LYB vs UPRO
+220.4%
-243.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.4% | -1.5% |
| 7D | +0.3% | -2.5% | +2.8% | +0.8% |
| 30D | +2.5% | -4.2% | +6.7% | +3.3% |
| 3M | +1.4% | +8.1% | -6.7% | -1.2% |
| 6M | -3.5% | +35.2% | -38.7% | -12.7% |
| YTD | +52.0% | +28.4% | +23.5% | +39.4% |
| 1Y | +22.1% | +39.3% | -17.2% | +8.5% |
| 3Y | -22.8% | +219.9% | -242.7% | -49.2% |
| All | -22.8% | +220.4% | -243.1% | -49.2% |
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