+139.9%
XLC vs UPRO
+539.5%
-399.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -0.9% | -5.0% | +4.1% | +0.7% |
| 3M | -0.3% | +7.5% | -7.8% | -3.2% |
| 6M | -5.2% | +33.2% | -38.4% | -14.8% |
| YTD | -5.3% | +27.7% | -33.0% | -14.1% |
| 1Y | -2.8% | +43.0% | -45.8% | -15.5% |
| 3Y | +71.2% | +224.4% | -153.2% | +7.0% |
| 5Y | +37.6% | +135.9% | -98.3% | -10.8% |
| All | +139.9% | +539.5% | -399.6% | -3.2% |
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