+2,589.9%
CAT vs UPRO
+13,208.7%
-10,618.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +9.3% | +9.7% | -0.3% | +5.4% |
| 30D | -21.5% | -9.8% | -11.7% | -18.4% |
| 3M | -29.1% | -9.1% | -20.0% | -26.6% |
| 6M | -33.4% | +0.9% | -34.3% | -33.9% |
| YTD | +6.6% | +21.9% | -15.3% | -2.1% |
| 1Y | +6.5% | +19.8% | -13.3% | -1.5% |
| 3Y | +162.7% | +227.4% | -64.7% | +55.7% |
| 5Y | +214.2% | +100.1% | +114.1% | +102.9% |
| 10Y | +705.2% | +1,112.3% | -407.1% | +87.4% |
| All | +2,589.9% | +13,208.7% | -10,618.8% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling