+1,125.0%
UPRO vs XME
+277.3%
+847.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.3% | +3.2% |
| 7D | -3.8% | +1.5% | -5.3% | -4.8% |
| 30D | -8.9% | -7.3% | -1.6% | -1.0% |
| 3M | -7.4% | -17.4% | +10.0% | +12.5% |
| 6M | +1.6% | -21.8% | +23.4% | +28.9% |
| YTD | +23.2% | -6.0% | +29.1% | +24.0% |
| 1Y | +21.2% | +3.8% | +17.5% | +8.8% |
| 3Y | +230.8% | +100.0% | +130.8% | +37.7% |
| 5Y | +106.7% | +116.1% | -9.4% | -19.6% |
| 10Y | +1,125.0% | +280.6% | +844.4% | +123.4% |
| All | +1,125.0% | +277.3% | +847.7% | +123.4% |
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