-4.1%
XLC vs UPRO
+19.0%
-23.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | +3.1% | +9.7% | -6.6% | +1.0% |
| 30D | -4.2% | -9.8% | +5.6% | -2.4% |
| 3M | -2.1% | -9.1% | +7.0% | -0.6% |
| 6M | -6.6% | +0.9% | -7.5% | -7.5% |
| YTD | -7.8% | +21.9% | -29.7% | -13.5% |
| 1Y | -4.1% | +19.8% | -23.9% | -9.8% |
| All | -4.1% | +19.0% | -23.1% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling