-41.6%
CHWY vs UPRO
+499.7%
-541.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.5% | -4.0% |
| 7D | -13.6% | -2.5% | -11.1% | -12.8% |
| 30D | -8.5% | -4.2% | -4.3% | -7.2% |
| 3M | +8.9% | +8.1% | +0.8% | +5.4% |
| 6M | -20.5% | +35.2% | -55.7% | -29.9% |
| YTD | -38.2% | +28.4% | -66.6% | -44.5% |
| 1Y | -43.3% | +39.3% | -82.5% | -51.1% |
| 3Y | -8.5% | +219.9% | -228.4% | -45.9% |
| 5Y | -72.7% | +142.8% | -215.6% | -83.0% |
| All | -41.6% | +499.7% | -541.3% | -75.4% |
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