+73.6%
XLF vs UPRO
+218.6%
-144.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -1.3% | -5.0% | +3.7% | 0.0% |
| 3M | +9.1% | +7.5% | +1.7% | +6.6% |
| 6M | +14.4% | +33.2% | -18.9% | +4.5% |
| YTD | +5.1% | +27.7% | -22.6% | -3.0% |
| 1Y | +8.6% | +43.0% | -34.4% | -3.3% |
| All | +73.6% | +218.6% | -144.9% | +17.4% |
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