-82.1%
CHTR vs UPRO
+128.3%
-210.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.5% |
| 7D | -7.1% | -6.0% | -1.1% | -5.6% |
| 30D | -10.9% | -5.8% | -5.1% | -9.4% |
| 3M | +2.0% | +10.8% | -8.8% | -1.1% |
| 6M | -35.9% | +31.6% | -67.5% | -41.4% |
| YTD | -32.7% | +25.4% | -58.1% | -37.7% |
| 1Y | -46.6% | +39.2% | -85.8% | -52.3% |
| 3Y | -66.7% | +218.5% | -285.2% | -77.9% |
| 5Y | -82.1% | +137.1% | -219.2% | -88.6% |
| All | -82.1% | +128.3% | -210.5% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling