+94.5%
XLK vs UPRO
+226.4%
-131.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | +3.4% | +7.4% | -4.1% | -0.4% |
| 30D | -10.6% | -7.9% | -2.7% | -6.9% |
| 3M | -10.6% | -12.0% | +1.4% | -4.9% |
| 6M | -3.5% | -2.0% | -1.5% | -2.9% |
| YTD | +18.7% | +20.4% | -1.7% | +7.4% |
| 1Y | +19.4% | +24.5% | -5.1% | +6.1% |
| 3Y | +94.5% | +224.4% | -129.9% | +5.7% |
| All | +94.5% | +226.4% | -131.9% | +5.7% |
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