+78.7%
XOM vs UPRO
+230.4%
-151.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.9% |
| 7D | +2.7% | +9.7% | -7.0% | +2.2% |
| 30D | -2.5% | -9.8% | +7.3% | -2.0% |
| 3M | +7.0% | -9.1% | +16.1% | +7.4% |
| 6M | +14.2% | +0.9% | +13.3% | +13.5% |
| YTD | +43.9% | +21.9% | +22.0% | +39.9% |
| 1Y | +47.9% | +19.8% | +28.1% | +44.0% |
| All | +78.7% | +230.4% | -151.7% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling