+229.1%
UPRO vs XYL
+18.1%
+211.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -4.8% |
| 7D | +1.5% | +1.8% | -0.3% | -0.6% |
| 30D | -3.7% | -9.2% | +5.5% | +6.4% |
| 3M | +8.0% | -0.3% | +8.3% | +6.0% |
| 6M | +38.7% | -11.0% | +49.6% | +54.2% |
| YTD | +29.5% | -19.2% | +48.8% | +59.1% |
| 1Y | +46.1% | -21.2% | +67.3% | +85.4% |
| 3Y | +229.1% | +18.6% | +210.5% | +159.1% |
| All | +229.1% | +18.1% | +211.0% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling