-58.4%
CELH vs UPRO
+218.6%
-277.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.0% |
| 7D | -11.7% | -1.3% | -10.4% | -11.2% |
| 30D | +1.6% | -5.0% | +6.6% | +3.4% |
| 3M | -2.0% | +7.5% | -9.4% | -4.8% |
| 6M | -36.2% | +33.2% | -69.4% | -43.3% |
| YTD | -39.6% | +27.7% | -67.3% | -45.7% |
| 1Y | -50.7% | +43.0% | -93.7% | -57.4% |
| All | -58.4% | +218.6% | -277.0% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling