+42.7%
XLP vs UPRO
+80.0%
-37.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.2% | +12.4% | +0.8% |
| 7D | +3.5% | -14.4% | +17.9% | +5.3% |
| 30D | +11.6% | -18.2% | +29.8% | +14.0% |
| 3M | +7.6% | -16.4% | +24.1% | +9.7% |
| 6M | +10.0% | -2.6% | +12.7% | +9.5% |
| YTD | +19.7% | +11.1% | +8.6% | +16.6% |
| 1Y | +23.5% | +11.8% | +11.7% | +20.0% |
| 3Y | +44.0% | +209.9% | -165.9% | +14.9% |
| 5Y | +42.7% | +80.9% | -38.2% | +16.5% |
| All | +42.7% | +80.0% | -37.3% | +16.5% |
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