+300.2%
NEM vs UPRO
+1,226.0%
-925.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -3.3% | -6.0% | +2.7% | -2.4% |
| 30D | +7.8% | -5.8% | +13.6% | +8.8% |
| 3M | +36.3% | +10.8% | +25.4% | +34.1% |
| 6M | +6.6% | +31.6% | -25.0% | +2.5% |
| YTD | +27.1% | +25.4% | +1.8% | +23.1% |
| 1Y | +62.3% | +39.2% | +23.1% | +54.8% |
| 3Y | +245.1% | +218.5% | +26.6% | +188.9% |
| 5Y | +154.0% | +137.1% | +16.9% | +111.2% |
| All | +300.2% | +1,226.0% | -925.8% | +144.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling