+152.6%
XRT vs UPRO
+1,163.1%
-1,010.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +1.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.5% |
| 30D | +10.3% | -11.4% | +21.8% | +14.5% |
| 3M | +2.4% | -10.9% | +13.3% | +5.8% |
| 6M | +10.0% | -0.5% | +10.5% | +8.5% |
| YTD | +9.5% | +19.9% | -10.3% | +0.4% |
| 1Y | +17.2% | +24.2% | -7.0% | +5.8% |
| 3Y | +62.0% | +236.9% | -175.0% | -2.8% |
| 5Y | -2.1% | +96.6% | -98.7% | -33.7% |
| 10Y | +152.6% | +1,091.6% | -939.0% | -25.7% |
| All | +152.6% | +1,163.1% | -1,010.6% | -25.7% |
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