+213.9%
CAT vs UPRO
+95.9%
+118.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +7.4% | +7.4% | 0.0% | +4.8% |
| 30D | -19.7% | -7.9% | -11.8% | -17.4% |
| 3M | -29.6% | -12.0% | -17.6% | -26.5% |
| 6M | -33.2% | -2.0% | -31.2% | -32.9% |
| YTD | +5.7% | +20.4% | -14.7% | -1.3% |
| 1Y | +9.3% | +24.5% | -15.2% | +1.0% |
| 3Y | +158.3% | +224.4% | -66.0% | +72.1% |
| All | +213.9% | +95.9% | +118.0% | +115.7% |
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