+151.6%
CAT vs UPRO
+221.4%
-69.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -6.3% | -2.9% | -3.4% | -5.4% |
| 30D | -26.8% | -12.4% | -14.4% | -22.5% |
| 3M | -30.0% | -11.9% | -18.2% | -26.3% |
| 6M | -34.6% | -1.7% | -32.9% | -34.4% |
| YTD | +2.9% | +18.5% | -15.6% | -5.1% |
| 1Y | +3.3% | +17.5% | -14.2% | -4.5% |
| All | +151.6% | +221.4% | -69.8% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling