+1,470.6%
UPRO vs XLRE
+111.8%
+1,358.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +1.5% | -0.3% | +1.8% | +2.1% |
| 30D | -3.7% | -2.4% | -1.3% | +0.5% |
| 3M | +8.0% | +0.6% | +7.4% | +4.9% |
| 6M | +38.7% | +3.9% | +34.7% | +26.6% |
| YTD | +29.5% | +10.5% | +19.1% | +5.2% |
| 1Y | +46.1% | +8.4% | +37.7% | +22.4% |
| 3Y | +229.1% | +32.8% | +196.3% | +88.0% |
| 5Y | +136.0% | +7.0% | +129.0% | +126.9% |
| 10Y | +1,155.3% | +83.8% | +1,071.5% | +518.9% |
| All | +1,470.6% | +111.8% | +1,358.7% | +553.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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