+593.7%
XYZ vs UPRO
+1,170.7%
-577.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | -1.0% | +0.1% | -1.0% | -0.9% |
| 30D | -1.7% | -0.9% | -0.8% | -1.0% |
| 3M | +16.7% | +1.9% | +14.8% | +14.4% |
| 6M | +26.9% | +33.1% | -6.3% | +4.1% |
| YTD | +27.1% | +31.8% | -4.6% | +5.2% |
| 1Y | +9.3% | +48.3% | -39.0% | -16.6% |
| 3Y | +42.3% | +221.5% | -179.2% | -37.8% |
| 5Y | -69.3% | +136.7% | -206.1% | -83.8% |
| All | +593.7% | +1,170.7% | -577.0% | +28.5% |
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