+293.0%
CDW vs UPRO
+1,093.1%
-800.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +2.1% | -8.7% | +10.8% | +5.6% |
| 30D | +14.7% | -16.9% | +31.6% | +22.9% |
| 3M | +11.1% | -15.3% | +26.4% | +18.1% |
| 6M | +45.6% | -5.7% | +51.3% | +47.6% |
| YTD | +17.1% | +12.1% | +5.0% | +9.8% |
| 1Y | +13.2% | +16.4% | -3.3% | +4.3% |
| 3Y | -22.2% | +210.5% | -232.7% | -53.1% |
| 5Y | -10.1% | +82.4% | -92.5% | -39.1% |
| All | +293.0% | +1,093.1% | -800.0% | +28.9% |
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 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