+136.0%
UPRO vs XYL
-14.7%
+150.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -5.3% |
| 7D | +1.5% | +1.8% | -0.3% | -0.9% |
| 30D | -3.7% | -9.2% | +5.5% | +7.9% |
| 3M | +8.0% | -0.3% | +8.3% | +6.0% |
| 6M | +38.7% | -11.0% | +49.6% | +56.3% |
| YTD | +29.5% | -19.2% | +48.8% | +62.9% |
| 1Y | +46.1% | -21.2% | +67.3% | +90.1% |
| 3Y | +229.1% | +18.6% | +210.5% | +144.5% |
| 5Y | +136.0% | -14.3% | +150.3% | +149.8% |
| All | +136.0% | -14.7% | +150.7% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling