-45.9%
CHTR vs UPRO
+1,258.3%
-1,304.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.1% |
| 7D | -4.1% | -2.5% | -1.6% | -3.4% |
| 30D | -3.0% | -4.2% | +1.3% | -1.8% |
| 3M | +4.8% | +8.1% | -3.3% | +2.3% |
| 6M | -35.0% | +35.2% | -70.3% | -40.9% |
| YTD | -30.2% | +28.4% | -58.6% | -35.8% |
| 1Y | -44.8% | +39.3% | -84.0% | -50.5% |
| 3Y | -66.6% | +219.9% | -286.4% | -77.2% |
| 5Y | -81.5% | +142.8% | -224.3% | -87.3% |
| All | -45.9% | +1,258.3% | -1,304.2% | -82.0% |
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