+183.3%
CAT vs UPRO
+81.0%
+102.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -10.3% | -8.7% | -1.6% | -7.6% |
| 30D | -31.2% | -16.9% | -14.3% | -26.6% |
| 3M | -34.7% | -15.3% | -19.4% | -30.9% |
| 6M | -39.5% | -5.7% | -33.8% | -38.3% |
| YTD | -1.7% | +12.1% | -13.7% | -5.8% |
| 1Y | -1.1% | +16.4% | -17.5% | -6.5% |
| 3Y | +143.9% | +210.5% | -66.7% | +65.2% |
| All | +183.3% | +81.0% | +102.3% | +100.4% |
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