+191.5%
SHEL vs UPRO
+136.5%
+55.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.8% |
| 7D | +1.9% | +1.5% | +0.5% | +1.7% |
| 30D | +8.7% | -3.7% | +12.4% | +9.2% |
| 3M | +11.0% | +8.0% | +3.0% | +9.0% |
| 6M | +14.6% | +38.7% | -24.1% | +7.0% |
| YTD | +33.3% | +29.5% | +3.7% | +25.9% |
| 1Y | +37.9% | +46.1% | -8.2% | +27.0% |
| 3Y | +69.7% | +229.1% | -159.3% | +28.7% |
| All | +191.5% | +136.5% | +55.0% | +121.1% |
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