+863.2%
CDW vs UPRO
+2,942.1%
-2,078.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +9.3% | -0.9% | +10.2% | +9.7% |
| 3M | +9.8% | +1.9% | +7.9% | +8.4% |
| 6M | +23.3% | +33.1% | -9.8% | +9.2% |
| YTD | +13.7% | +31.8% | -18.1% | +0.7% |
| 1Y | -6.5% | +48.3% | -54.8% | -21.0% |
| 3Y | -25.2% | +221.5% | -246.7% | -55.0% |
| 5Y | -19.5% | +136.7% | -156.2% | -50.0% |
| 10Y | +285.8% | +1,179.2% | -893.4% | +12.7% |
| All | +863.2% | +2,942.1% | -2,078.9% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling