+712.5%
CAT vs UPRO
+1,163.1%
-450.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.0% | +0.2% | +4.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -25.0% | -11.4% | -13.6% | -21.7% |
| 3M | -28.7% | -10.9% | -17.8% | -25.8% |
| 6M | -33.0% | -0.5% | -32.4% | -33.0% |
| YTD | +5.4% | +19.9% | -14.4% | -1.7% |
| 1Y | +7.3% | +24.2% | -16.9% | -1.3% |
| 3Y | +166.0% | +236.9% | -70.9% | +65.4% |
| 5Y | +210.1% | +96.6% | +113.5% | +112.6% |
| 10Y | +712.5% | +1,091.6% | -379.1% | +116.1% |
| All | +712.5% | +1,163.1% | -450.6% | +116.1% |
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 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