+269.4%
CDW vs UPRO
+1,162.5%
-893.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -0.9% |
| 7D | -4.2% | -1.3% | -2.9% | -3.7% |
| 30D | +4.9% | -5.0% | +9.9% | +7.0% |
| 3M | +7.3% | +7.5% | -0.2% | +3.9% |
| 6M | +19.2% | +33.2% | -14.1% | +5.2% |
| YTD | +6.2% | +27.7% | -21.5% | -5.1% |
| 1Y | -14.0% | +43.0% | -57.1% | -26.6% |
| 3Y | -30.0% | +224.4% | -254.4% | -58.6% |
| 5Y | -23.6% | +135.9% | -159.4% | -53.1% |
| 10Y | +269.4% | +1,232.5% | -963.1% | -0.1% |
| All | +269.4% | +1,162.5% | -893.2% | -0.1% |
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