+205.4%
XOM vs UPRO
+1,087.5%
-882.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +2.8% | +7.4% | -4.6% | +1.0% |
| 30D | -3.6% | -7.9% | +4.3% | -2.2% |
| 3M | +8.2% | -12.0% | +20.3% | +10.7% |
| 6M | +14.0% | -2.0% | +16.0% | +12.4% |
| YTD | +44.6% | +20.4% | +24.2% | +33.3% |
| 1Y | +47.8% | +24.5% | +23.3% | +34.7% |
| 3Y | +79.6% | +224.4% | -144.8% | +17.1% |
| 5Y | +214.3% | +97.6% | +116.7% | +117.9% |
| All | +205.4% | +1,087.5% | -882.0% | +4.2% |
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