-48.4%
CELH vs UPRO
+29.4%
-77.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.0% |
| 7D | +9.9% | -2.6% | +12.5% | +10.7% |
| 30D | +11.7% | -4.3% | +16.0% | +13.2% |
| 3M | +4.1% | -4.3% | +8.4% | +5.4% |
| 6M | -8.4% | +14.7% | -23.1% | -15.5% |
| YTD | -32.8% | +28.0% | -60.8% | -42.9% |
| 1Y | -48.4% | +29.8% | -78.2% | -57.1% |
| All | -48.4% | +29.4% | -77.8% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling