-1.4%
LYB vs UPRO
+40.5%
-42.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.7% |
| 7D | -3.1% | -1.3% | -1.8% | -3.6% |
| 30D | +4.0% | -5.0% | +9.1% | +1.9% |
| 3M | +2.4% | +7.5% | -5.1% | +6.9% |
| 6M | -1.4% | +33.2% | -34.7% | +25.1% |
| All | -1.4% | +40.5% | -42.0% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling