+648.1%
XEL vs UPRO
+14,289.1%
-13,641.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -1.9% | -0.9% | -1.0% | -1.8% |
| 3M | -1.9% | +1.9% | -3.8% | -2.7% |
| 6M | -7.4% | +33.1% | -40.6% | -12.7% |
| YTD | +4.1% | +31.8% | -27.7% | -1.9% |
| 1Y | +8.0% | +48.3% | -40.2% | -0.6% |
| 3Y | +48.4% | +221.5% | -173.1% | +13.4% |
| 5Y | +27.2% | +136.7% | -109.5% | -2.8% |
| 10Y | +146.8% | +1,179.2% | -1,032.4% | +20.0% |
| All | +648.1% | +14,289.1% | -13,641.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 all: compounded portfolio wealth divided by compounded UPRO 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…
all analysis · Full analysis span regression · 6 months rolling