+357.8%
XOM vs UPRO
+13,208.7%
-12,850.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.1% |
| 7D | +2.7% | +9.7% | -7.0% | +0.1% |
| 30D | -2.5% | -9.8% | +7.3% | -0.4% |
| 3M | +7.0% | -9.1% | +16.1% | +8.6% |
| 6M | +14.2% | +0.9% | +13.3% | +11.5% |
| YTD | +43.9% | +21.9% | +22.0% | +31.5% |
| 1Y | +47.9% | +19.8% | +28.1% | +35.4% |
| 3Y | +80.6% | +227.4% | -146.8% | +15.7% |
| 5Y | +212.8% | +100.1% | +112.7% | +111.8% |
| 10Y | +202.6% | +1,112.3% | -909.7% | -1.6% |
| All | +357.8% | +13,208.7% | -12,850.9% | -37.6% |
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