+199.0%
CBOE vs UPRO
+102.9%
+96.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | +4.5% | +9.7% | -5.2% | +4.1% |
| 30D | +26.2% | -9.8% | +36.0% | +26.6% |
| 3M | +27.1% | -9.1% | +36.2% | +27.5% |
| 6M | +4.2% | +0.9% | +3.3% | +3.7% |
| YTD | +48.0% | +21.9% | +26.2% | +45.3% |
| 1Y | +42.4% | +19.8% | +22.7% | +39.9% |
| 3Y | +116.8% | +227.4% | -110.5% | +83.4% |
| 5Y | +199.0% | +100.1% | +99.0% | +168.6% |
| All | +199.0% | +102.9% | +96.2% | +168.6% |
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