+1,125.0%
UPRO vs XYL
+104.0%
+1,021.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +6.2% |
| 7D | -3.8% | -5.9% | +2.1% | +4.0% |
| 30D | -8.9% | -7.3% | -1.6% | -4.5% |
| 3M | -7.4% | -22.5% | +15.1% | +22.1% |
| 6M | +1.6% | -14.4% | +16.0% | +15.1% |
| YTD | +23.2% | -29.4% | +52.5% | +77.4% |
| 1Y | +21.2% | -35.6% | +56.9% | +99.0% |
| 3Y | +230.8% | +0.3% | +230.5% | +191.2% |
| 5Y | +106.7% | -22.3% | +129.0% | +172.7% |
| 10Y | +1,125.0% | +103.2% | +1,021.8% | +536.6% |
| All | +1,125.0% | +104.0% | +1,021.1% | +536.6% |
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