+170.7%
XLE vs UPRO
+1,152.9%
-982.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | +12.6% | -3.7% | +16.4% | +13.8% |
| 3M | +11.8% | +8.0% | +3.9% | +8.0% |
| 6M | +16.1% | +38.7% | -22.6% | +1.9% |
| YTD | +46.9% | +29.5% | +17.3% | +31.3% |
| 1Y | +53.3% | +46.1% | +7.2% | +30.6% |
| 3Y | +54.9% | +229.1% | -174.2% | -6.7% |
| 5Y | +225.7% | +136.0% | +89.7% | +99.0% |
| 10Y | +170.7% | +1,155.3% | -984.6% | -28.2% |
| All | +170.7% | +1,152.9% | -982.3% | -28.2% |
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