+64.4%
XLF vs UPRO
+133.2%
-68.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.1% |
| 3M | +9.1% | +7.5% | +1.7% | +6.3% |
| 6M | +14.4% | +33.2% | -18.9% | +3.8% |
| YTD | +5.1% | +27.7% | -22.6% | -3.6% |
| 1Y | +8.6% | +43.0% | -34.4% | -4.1% |
| 3Y | +74.4% | +224.4% | -150.0% | +14.2% |
| 5Y | +64.4% | +135.9% | -71.5% | +9.1% |
| All | +64.4% | +133.2% | -68.8% | +9.1% |
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