+131.0%
NEM vs UPRO
+104.9%
+26.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.2% | -2.1% |
| 7D | +0.3% | -3.8% | +4.1% | +0.8% |
| 30D | +1.1% | -8.9% | +10.0% | +2.8% |
| 3M | +1.3% | -7.4% | +8.7% | +2.6% |
| 6M | -1.4% | +1.6% | -2.9% | -1.8% |
| YTD | +19.4% | +23.2% | -3.8% | +14.7% |
| 1Y | +32.9% | +21.2% | +11.7% | +27.9% |
| 3Y | +267.0% | +230.8% | +36.2% | +195.1% |
| 5Y | +131.0% | +106.7% | +24.3% | +75.6% |
| All | +131.0% | +104.9% | +26.1% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling