+1,155.8%
UPRO vs XYL
+149.5%
+1,006.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -0.5% |
| 7D | -6.0% | -1.2% | -4.8% | -4.6% |
| 30D | -5.8% | -13.2% | +7.4% | +13.3% |
| 3M | +10.8% | -0.2% | +11.0% | +8.5% |
| 6M | +31.6% | -12.5% | +44.1% | +53.1% |
| YTD | +25.4% | -20.9% | +46.3% | +64.6% |
| 1Y | +39.2% | -21.6% | +60.8% | +85.2% |
| 3Y | +218.5% | +16.1% | +202.4% | +143.9% |
| 5Y | +137.1% | -15.6% | +152.7% | +197.1% |
| All | +1,155.8% | +149.5% | +1,006.3% | +446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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