+369.4%
CBOE vs UPRO
+1,226.0%
-856.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -3.7% | -6.0% | +2.3% | -2.8% |
| 30D | +2.0% | -5.8% | +7.7% | +2.8% |
| 3M | -4.2% | +10.8% | -15.1% | -6.1% |
| 6M | +1.2% | +31.6% | -30.4% | -3.8% |
| YTD | +15.4% | +25.4% | -10.0% | +10.2% |
| 1Y | +23.5% | +39.2% | -15.7% | +15.6% |
| 3Y | +93.2% | +218.5% | -125.3% | +47.5% |
| 5Y | +142.0% | +137.1% | +4.9% | +85.4% |
| All | +369.4% | +1,226.0% | -856.6% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling