+3,508.6%
CAT vs UPRO
+14,289.1%
-10,780.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -6.6% | -0.9% | -5.7% | -6.3% |
| 3M | -13.3% | +1.9% | -15.2% | -14.0% |
| 6M | +11.6% | +33.1% | -21.5% | -0.7% |
| YTD | +42.9% | +31.8% | +11.2% | +27.7% |
| 1Y | +95.4% | +48.3% | +47.2% | +66.1% |
| 3Y | +196.6% | +221.5% | -24.9% | +76.8% |
| 5Y | +321.7% | +136.7% | +184.9% | +154.3% |
| 10Y | +1,140.8% | +1,179.2% | -38.4% | +183.0% |
| All | +3,508.6% | +14,289.1% | -10,780.4% | +78.9% |
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