+316.4%
CHTR vs UPRO
+7,143.5%
-6,827.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.7% |
| 7D | -0.3% | +1.5% | -1.8% | -0.7% |
| 30D | -4.5% | -3.7% | -0.8% | -3.5% |
| 3M | +10.2% | +8.0% | +2.3% | +7.5% |
| 6M | -37.2% | +38.7% | -75.9% | -43.4% |
| YTD | -30.2% | +29.5% | -59.7% | -36.0% |
| 1Y | -44.8% | +46.1% | -90.9% | -51.2% |
| 3Y | -65.5% | +229.1% | -294.6% | -76.7% |
| 5Y | -81.8% | +136.0% | -217.8% | -87.4% |
| 10Y | -45.8% | +1,155.3% | -1,201.0% | -80.0% |
| All | +316.4% | +7,143.5% | -6,827.1% | -7.0% |
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 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