+325.4%
NEM vs UPRO
+14,289.1%
-13,963.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | -0.9% | +24.0% | +23.3% |
| 3M | +18.5% | +1.9% | +16.6% | +18.1% |
| 6M | +7.8% | +33.1% | -25.3% | +2.9% |
| YTD | +29.1% | +31.8% | -2.7% | +23.5% |
| 1Y | +72.7% | +48.3% | +24.4% | +61.9% |
| 3Y | +248.7% | +221.5% | +27.3% | +182.5% |
| 5Y | +148.7% | +136.7% | +11.9% | +101.0% |
| 10Y | +304.8% | +1,179.2% | -874.4% | +117.5% |
| All | +325.4% | +14,289.1% | -13,963.7% | +8.0% |
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 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