+35.8%
XLC vs UPRO
+81.0%
-45.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +4.9% | -8.7% | +13.6% | +7.7% |
| 30D | -5.8% | -16.9% | +11.1% | -0.3% |
| 3M | -5.4% | -15.3% | +9.8% | -0.7% |
| 6M | -10.2% | -5.7% | -4.5% | -9.7% |
| YTD | -10.2% | +12.1% | -22.3% | -15.7% |
| 1Y | -5.6% | +16.4% | -22.0% | -12.9% |
| 3Y | +61.0% | +210.5% | -149.5% | -2.9% |
| All | +35.8% | +81.0% | -45.2% | -8.0% |
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