+267.0%
NEM vs UPRO
+233.9%
+33.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.2% | -2.4% |
| 7D | +0.3% | -3.8% | +4.1% | +1.0% |
| 30D | +1.1% | -8.9% | +10.0% | +3.4% |
| 3M | +1.3% | -7.4% | +8.7% | +3.1% |
| 6M | -1.4% | +1.6% | -2.9% | -2.0% |
| YTD | +19.4% | +23.2% | -3.8% | +13.0% |
| 1Y | +32.9% | +21.2% | +11.7% | +26.1% |
| All | +267.0% | +233.9% | +33.1% | +141.7% |
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