+207.4%
SHEL vs UPRO
+1,226.0%
-1,018.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | +3.9% | -6.0% | +9.9% | +5.7% |
| 30D | +7.0% | -5.8% | +12.7% | +8.5% |
| 3M | +12.5% | +10.8% | +1.7% | +8.5% |
| 6M | +14.8% | +31.6% | -16.8% | +4.4% |
| YTD | +34.2% | +25.4% | +8.8% | +23.4% |
| 1Y | +37.0% | +39.2% | -2.2% | +21.6% |
| 3Y | +70.9% | +218.5% | -147.6% | +11.4% |
| 5Y | +192.5% | +137.1% | +55.5% | +90.1% |
| All | +207.4% | +1,226.0% | -1,018.6% | -1.9% |
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