+227.3%
XLI vs UPRO
+1,102.3%
-874.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +4.3% | +9.7% | -5.4% | +1.2% |
| 30D | +0.5% | -9.8% | +10.2% | +3.4% |
| 3M | -8.6% | -9.1% | +0.5% | -6.3% |
| 6M | -2.3% | +0.9% | -3.2% | -3.7% |
| YTD | +10.1% | +21.9% | -11.8% | +1.4% |
| 1Y | +11.0% | +19.8% | -8.8% | +2.7% |
| 3Y | +72.3% | +227.4% | -155.1% | +8.7% |
| 5Y | +70.8% | +100.1% | -29.2% | +16.8% |
| All | +227.3% | +1,102.3% | -874.9% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling