+264.7%
XOM vs UPRO
+128.3%
+136.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | +1.9% | -6.0% | +7.9% | +2.7% |
| 30D | +4.1% | -5.8% | +9.8% | +4.8% |
| 3M | +10.4% | +10.8% | -0.4% | +8.3% |
| 6M | +13.0% | +31.6% | -18.6% | +7.3% |
| YTD | +40.1% | +25.4% | +14.7% | +33.7% |
| 1Y | +51.1% | +39.2% | +11.9% | +41.1% |
| 3Y | +57.7% | +218.5% | -160.8% | +21.9% |
| 5Y | +264.7% | +137.1% | +127.7% | +176.3% |
| All | +264.7% | +128.3% | +136.4% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling