+36.5%
XLB vs UPRO
+137.3%
-100.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -0.4% | -0.9% | +0.5% | -0.2% |
| 3M | +2.0% | +1.9% | 0.0% | +0.9% |
| 6M | +1.8% | +33.1% | -31.3% | -7.3% |
| YTD | +16.6% | +31.8% | -15.2% | +6.2% |
| 1Y | +16.9% | +48.3% | -31.3% | +2.4% |
| 3Y | +32.6% | +221.5% | -188.9% | -12.8% |
| All | +36.5% | +137.3% | -100.7% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling