+333.5%
CAT vs UPRO
+136.1%
+197.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.7% |
| 7D | +5.6% | +1.5% | +4.1% | +5.0% |
| 30D | -2.3% | -3.7% | +1.4% | -1.1% |
| 3M | -10.0% | +8.0% | -18.0% | -12.5% |
| 6M | +21.2% | +38.7% | -17.4% | +7.9% |
| YTD | +44.4% | +29.5% | +14.9% | +31.5% |
| 1Y | +96.3% | +46.1% | +50.2% | +71.4% |
| 3Y | +203.9% | +229.1% | -25.2% | +99.2% |
| 5Y | +333.5% | +136.0% | +197.5% | +179.6% |
| All | +333.5% | +136.1% | +197.4% | +179.6% |
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