+43.2%
XLB vs UPRO
+226.4%
-183.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +0.5% | +7.4% | -6.9% | -1.4% |
| 30D | +5.2% | -7.9% | +13.0% | +7.0% |
| 3M | +0.3% | -12.0% | +12.3% | +3.1% |
| 6M | +1.2% | -2.0% | +3.1% | +0.6% |
| YTD | +16.6% | +20.4% | -3.7% | +9.1% |
| 1Y | +21.4% | +24.5% | -3.1% | +12.3% |
| 3Y | +43.2% | +224.4% | -181.1% | -6.7% |
| All | +43.2% | +226.4% | -183.2% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling