+1,095.1%
UPRO vs XME
+260.6%
+834.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | +0.5% |
| 7D | +7.4% | +0.3% | +7.1% | +7.1% |
| 30D | -7.9% | -6.1% | -1.8% | -1.2% |
| 3M | -12.0% | -18.6% | +6.6% | +8.7% |
| 6M | -2.0% | -23.9% | +21.9% | +28.0% |
| YTD | +20.4% | -9.3% | +29.7% | +25.9% |
| 1Y | +24.5% | +1.8% | +22.7% | +14.0% |
| 3Y | +224.4% | +93.0% | +131.4% | +40.0% |
| 5Y | +97.6% | +107.0% | -9.4% | -19.7% |
| All | +1,095.1% | +260.6% | +834.5% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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