+380.1%
SHEL vs UPRO
+13,044.5%
-12,664.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.7% |
| 7D | +0.8% | +7.4% | -6.6% | -1.4% |
| 30D | -3.6% | -7.9% | +4.3% | -1.9% |
| 3M | +12.0% | -12.0% | +24.1% | +15.2% |
| 6M | +19.7% | -2.0% | +21.7% | +17.9% |
| YTD | +39.6% | +20.4% | +19.3% | +27.7% |
| 1Y | +36.4% | +24.5% | +11.9% | +23.2% |
| 3Y | +70.2% | +224.4% | -154.2% | +6.0% |
| 5Y | +169.2% | +97.6% | +71.6% | +78.4% |
| 10Y | +217.1% | +1,097.3% | -880.3% | -7.1% |
| All | +380.1% | +13,044.5% | -12,664.4% | -49.4% |
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