-5.7%
CHWY vs UPRO
+212.7%
-218.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.2% |
| 7D | -12.0% | -6.0% | -6.0% | -10.1% |
| 30D | -6.2% | -5.8% | -0.4% | -4.3% |
| 3M | +5.5% | +10.8% | -5.3% | +1.4% |
| 6M | -17.8% | +31.6% | -49.4% | -26.1% |
| YTD | -36.2% | +25.4% | -61.6% | -41.7% |
| 1Y | -40.0% | +39.2% | -79.2% | -47.6% |
| All | -5.7% | +212.7% | -218.4% | -47.8% |
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