+1,155.8%
UPRO vs XME
+426.6%
+729.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | +2.1% |
| 7D | -6.0% | -3.0% | -3.0% | -3.0% |
| 30D | -5.8% | -2.6% | -3.2% | -3.9% |
| 3M | +10.8% | +2.2% | +8.7% | +6.5% |
| 6M | +31.6% | +0.7% | +30.9% | +27.1% |
| YTD | +25.4% | +10.9% | +14.5% | +6.2% |
| 1Y | +39.2% | +35.7% | +3.5% | -8.0% |
| 3Y | +218.5% | +127.1% | +91.4% | +18.0% |
| 5Y | +137.1% | +168.5% | -31.4% | -26.5% |
| All | +1,155.8% | +426.6% | +729.2% | +77.6% |
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