+330.0%
XOM vs UPRO
+14,289.1%
-13,959.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +5.9% | -0.9% | +6.7% | +5.9% |
| 3M | +5.6% | +1.9% | +3.6% | +4.0% |
| 6M | +7.9% | +33.1% | -25.3% | -2.6% |
| YTD | +35.2% | +31.8% | +3.4% | +22.0% |
| 1Y | +46.0% | +48.3% | -2.3% | +26.6% |
| 3Y | +55.0% | +221.5% | -166.4% | +0.4% |
| 5Y | +246.3% | +136.7% | +109.6% | +124.4% |
| 10Y | +181.0% | +1,179.2% | -998.2% | -9.3% |
| All | +330.0% | +14,289.1% | -13,959.1% | -42.1% |
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