+1,065.2%
NRG vs UPRO
+1,258.3%
-193.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.8% |
| 7D | -4.7% | -2.5% | -2.1% | -3.8% |
| 30D | -6.0% | -4.2% | -1.7% | -4.5% |
| 3M | -8.0% | +8.1% | -16.0% | -11.0% |
| 6M | -23.2% | +35.2% | -58.4% | -31.6% |
| YTD | -28.1% | +28.4% | -56.5% | -34.8% |
| 1Y | -27.3% | +39.3% | -66.5% | -36.0% |
| 3Y | +208.7% | +219.9% | -11.2% | +101.9% |
| 5Y | +197.7% | +142.8% | +54.8% | +95.2% |
| All | +1,065.2% | +1,258.3% | -193.2% | +184.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling