+713.1%
XLF vs UPRO
+14,289.1%
-13,576.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +0.2% | -0.9% | +1.1% | +0.4% |
| 3M | +11.7% | +1.9% | +9.8% | +9.9% |
| 6M | +13.8% | +33.1% | -19.3% | +0.5% |
| YTD | +7.0% | +31.8% | -24.8% | -5.3% |
| 1Y | +9.1% | +48.3% | -39.1% | -8.2% |
| 3Y | +75.6% | +221.5% | -145.9% | +2.6% |
| 5Y | +66.4% | +136.7% | -70.3% | -0.9% |
| 10Y | +250.3% | +1,179.2% | -928.9% | -17.0% |
| All | +713.1% | +14,289.1% | -13,576.0% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling