-63.8%
XYZ vs UPRO
+102.9%
-166.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.3% |
| 7D | -2.1% | +9.7% | -11.8% | -8.8% |
| 30D | +7.0% | -9.8% | +16.8% | +14.4% |
| 3M | +5.1% | -9.1% | +14.2% | +11.7% |
| 6M | +14.1% | +0.9% | +13.2% | +10.5% |
| YTD | +26.4% | +21.9% | +4.5% | +5.2% |
| 1Y | +25.1% | +19.8% | +5.3% | +5.0% |
| 3Y | +59.7% | +227.4% | -167.6% | -47.1% |
| 5Y | -63.8% | +100.1% | -163.9% | -82.8% |
| All | -63.8% | +102.9% | -166.7% | -82.8% |
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