+1,118.4%
CCJ vs UPRO
+1,180.6%
-62.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.8% |
| 7D | +5.9% | +1.5% | +4.5% | +5.4% |
| 30D | +4.7% | -3.7% | +8.4% | +6.1% |
| 3M | -3.3% | +8.0% | -11.3% | -5.9% |
| 6M | -7.0% | +38.7% | -45.7% | -16.8% |
| YTD | +11.5% | +29.5% | -18.1% | +2.1% |
| 1Y | +32.3% | +46.1% | -13.8% | +16.4% |
| 3Y | +176.8% | +229.1% | -52.3% | +81.4% |
| 5Y | +351.8% | +136.0% | +215.8% | +209.2% |
| All | +1,118.4% | +1,180.6% | -62.3% | +334.4% |
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 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