+73.6%
XLC vs UPRO
+240.0%
-166.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +1.0% | -0.9% | +1.9% | +1.3% |
| 3M | -0.7% | +1.9% | -2.6% | -1.8% |
| 6M | -5.1% | +33.1% | -38.3% | -13.9% |
| YTD | -4.3% | +31.8% | -36.1% | -13.1% |
| 1Y | -0.6% | +48.3% | -48.8% | -13.5% |
| All | +73.6% | +240.0% | -166.4% | +5.3% |
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 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