+229.1%
UPRO vs XME
+136.1%
+93.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.7% |
| 7D | +1.5% | +3.6% | -2.1% | -1.7% |
| 30D | -3.7% | +3.6% | -7.4% | -7.2% |
| 3M | +8.0% | +1.2% | +6.8% | +5.9% |
| 6M | +38.7% | +9.0% | +29.6% | +26.0% |
| YTD | +29.5% | +15.9% | +13.6% | +7.7% |
| 1Y | +46.1% | +43.2% | +2.9% | -5.9% |
| 3Y | +229.1% | +137.4% | +91.7% | +15.3% |
| All | +229.1% | +136.1% | +93.0% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling