+33.8%
NEE vs UPRO
+218.6%
-184.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | -1.7% | -5.0% | +3.3% | -1.2% |
| 3M | -1.8% | +7.5% | -9.3% | -2.8% |
| 6M | -8.8% | +33.2% | -42.1% | -12.3% |
| YTD | +5.2% | +27.7% | -22.5% | +1.5% |
| 1Y | +21.3% | +43.0% | -21.7% | +15.2% |
| All | +33.8% | +218.6% | -184.8% | -4.4% |
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