+891.9%
NEE vs UPRO
+13,348.2%
-12,456.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.1% |
| 7D | -2.8% | -3.8% | +1.0% | -2.3% |
| 30D | +9.5% | -8.9% | +18.4% | +11.1% |
| 3M | +1.0% | -7.4% | +8.5% | +2.1% |
| 6M | -8.0% | +1.6% | -9.5% | -9.3% |
| YTD | +9.4% | +23.2% | -13.7% | +2.8% |
| 1Y | +3.1% | +21.2% | -18.1% | -2.9% |
| 3Y | +70.5% | +230.8% | -160.3% | +22.9% |
| 5Y | +15.2% | +106.7% | -91.5% | -13.2% |
| 10Y | +291.2% | +1,125.0% | -833.8% | +76.6% |
| All | +891.9% | +13,348.2% | -12,456.3% | +131.9% |
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