+215.2%
XLY vs UPRO
+1,258.3%
-1,043.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | 0.0% |
| 7D | -1.7% | -2.5% | +0.8% | -0.8% |
| 30D | -4.2% | -4.2% | 0.0% | -2.7% |
| 3M | -2.7% | +8.1% | -10.7% | -5.8% |
| 6M | -0.6% | +35.2% | -35.9% | -11.9% |
| YTD | -5.0% | +28.4% | -33.5% | -14.4% |
| 1Y | -4.1% | +39.3% | -43.4% | -16.4% |
| 3Y | +33.6% | +219.9% | -186.3% | -17.7% |
| 5Y | +28.7% | +142.8% | -114.1% | -18.1% |
| All | +215.2% | +1,258.3% | -1,043.1% | -3.3% |
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