+58.1%
XLE vs UPRO
+210.8%
-152.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -12.0% | -8.7% | -3.3% | -11.0% |
| 30D | -2.7% | -16.9% | +14.2% | -0.4% |
| 3M | +6.6% | -15.3% | +21.8% | +8.7% |
| 6M | +9.5% | -5.7% | +15.2% | +9.2% |
| YTD | +40.6% | +12.1% | +28.5% | +34.7% |
| 1Y | +43.6% | +16.4% | +27.2% | +36.0% |
| 3Y | +58.1% | +210.5% | -152.4% | +16.7% |
| All | +58.1% | +210.8% | -152.7% | +16.7% |
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