+69.4%
SHEL vs UPRO
+218.6%
-149.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +3.0% | -1.3% | +4.3% | +3.2% |
| 30D | +7.2% | -5.0% | +12.2% | +7.9% |
| 3M | +12.9% | +7.5% | +5.4% | +11.3% |
| 6M | +13.7% | +33.2% | -19.5% | +7.9% |
| YTD | +33.7% | +27.7% | +6.0% | +27.6% |
| 1Y | +37.9% | +43.0% | -5.2% | +28.7% |
| All | +69.4% | +218.6% | -149.2% | +33.8% |
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