+289.9%
CAH vs UPRO
+1,226.0%
-936.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -1.2% |
| 7D | -5.1% | -6.0% | +0.9% | -3.7% |
| 30D | -1.8% | -5.8% | +4.0% | -0.5% |
| 3M | +9.4% | +10.8% | -1.5% | +6.3% |
| 6M | +9.2% | +31.6% | -22.3% | +1.2% |
| YTD | +15.7% | +25.4% | -9.7% | +8.0% |
| 1Y | +59.7% | +39.2% | +20.5% | +44.6% |
| 3Y | +178.5% | +218.5% | -40.0% | +92.5% |
| 5Y | +398.3% | +137.1% | +261.2% | +244.5% |
| All | +289.9% | +1,226.0% | -936.1% | +23.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling