+159.6%
XLB vs UPRO
+1,152.9%
-993.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -0.2% | +1.5% | -1.7% | -0.7% |
| 30D | -1.7% | -3.7% | +2.0% | -0.6% |
| 3M | +4.4% | +8.0% | -3.6% | +1.3% |
| 6M | +5.0% | +38.7% | -33.6% | -6.5% |
| YTD | +15.5% | +29.5% | -14.1% | +4.8% |
| 1Y | +14.9% | +46.1% | -31.2% | -0.1% |
| 3Y | +34.5% | +229.1% | -194.6% | -15.3% |
| 5Y | +36.5% | +136.0% | -99.5% | -11.5% |
| 10Y | +159.6% | +1,155.3% | -995.7% | -22.3% |
| All | +159.6% | +1,152.9% | -993.3% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling