+124.6%
XLP vs UPRO
+1,093.1%
-968.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +0.7% | -8.7% | +9.4% | +2.2% |
| 30D | +10.3% | -16.9% | +27.2% | +13.5% |
| 3M | +6.5% | -15.3% | +21.8% | +9.2% |
| 6M | +8.4% | -5.7% | +14.1% | +8.4% |
| YTD | +18.2% | +12.1% | +6.1% | +13.8% |
| 1Y | +22.4% | +16.4% | +6.0% | +16.8% |
| 3Y | +41.9% | +210.5% | -168.6% | +6.6% |
| 5Y | +40.9% | +82.4% | -41.5% | +11.3% |
| All | +124.6% | +1,093.1% | -968.5% | +6.1% |
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 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