+744.5%
XLV vs UPRO
+13,844.7%
-13,100.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | -1.1% | -5.0% | +3.9% | +0.1% |
| 3M | +8.2% | +7.5% | +0.7% | +5.6% |
| 6M | +8.9% | +33.2% | -24.3% | +0.1% |
| YTD | +8.5% | +27.7% | -19.2% | +0.5% |
| 1Y | +22.3% | +43.0% | -20.7% | +9.5% |
| 3Y | +32.6% | +224.4% | -191.8% | -9.1% |
| 5Y | +34.4% | +135.9% | -101.5% | -7.1% |
| 10Y | +175.4% | +1,232.5% | -1,057.1% | -1.1% |
| All | +744.5% | +13,844.7% | -13,100.2% | +54.6% |
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