+862.3%
NEE vs UPRO
+14,289.1%
-13,426.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | -1.2% | +1.9% | -3.1% | -2.1% |
| 6M | -8.6% | +33.1% | -41.7% | -14.8% |
| YTD | +6.2% | +31.8% | -25.6% | -1.1% |
| 1Y | +21.1% | +48.3% | -27.2% | +9.6% |
| 3Y | +36.4% | +221.5% | -185.1% | -0.7% |
| 5Y | +11.4% | +136.7% | -125.4% | -18.2% |
| 10Y | +250.0% | +1,179.2% | -929.2% | +57.2% |
| All | +862.3% | +14,289.1% | -13,426.7% | +123.1% |
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 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