+1,093.0%
XLY vs UPRO
+13,589.9%
-12,496.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -3.9% | -6.0% | +2.1% | -1.7% |
| 30D | -6.1% | -5.8% | -0.3% | -4.1% |
| 3M | -1.2% | +10.8% | -12.0% | -5.1% |
| 6M | -1.8% | +31.6% | -33.4% | -11.8% |
| YTD | -5.9% | +25.4% | -31.2% | -14.2% |
| 1Y | -3.1% | +39.2% | -42.3% | -15.2% |
| 3Y | +36.0% | +218.5% | -182.5% | -15.1% |
| 5Y | +27.6% | +137.1% | -109.5% | -17.0% |
| 10Y | +216.8% | +1,208.2% | -991.4% | -4.4% |
| All | +1,093.0% | +13,589.9% | -12,496.9% | +32.1% |
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 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