+135.9%
UPRO vs XPO
+262.4%
-126.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | +0.5% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | -5.0% | -8.1% | +3.1% | -0.4% |
| 3M | +7.5% | -19.0% | +26.5% | +21.3% |
| 6M | +33.2% | -5.2% | +38.4% | +35.2% |
| YTD | +27.7% | +35.6% | -7.8% | +1.2% |
| 1Y | +43.0% | +41.1% | +1.9% | +8.0% |
| 3Y | +224.4% | +157.9% | +66.5% | +47.3% |
| 5Y | +135.9% | +265.6% | -129.8% | -28.0% |
| All | +135.9% | +262.4% | -126.6% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling