+71.1%
NEM vs UPRO
+43.9%
+27.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | +3.1% | -1.3% | +4.4% | +3.8% |
| 30D | +10.0% | -5.0% | +15.0% | +13.0% |
| 3M | +30.9% | +7.5% | +23.4% | +25.4% |
| 6M | +10.5% | +33.2% | -22.7% | -3.5% |
| YTD | +29.7% | +27.7% | +2.0% | +15.0% |
| 1Y | +71.1% | +43.0% | +28.1% | +39.0% |
| All | +71.1% | +43.9% | +27.2% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling