+149.9%
XLE vs UPRO
+81.0%
+68.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -12.0% | -8.7% | -3.3% | -10.7% |
| 30D | -2.7% | -16.9% | +14.2% | +0.3% |
| 3M | +6.6% | -15.3% | +21.8% | +9.4% |
| 6M | +9.5% | -5.7% | +15.2% | +9.3% |
| YTD | +40.6% | +12.1% | +28.5% | +34.1% |
| 1Y | +43.6% | +16.4% | +27.2% | +35.5% |
| 3Y | +58.1% | +210.5% | -152.4% | +14.6% |
| All | +149.9% | +81.0% | +68.9% | +91.9% |
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