-72.2%
CHWY vs UPRO
+137.8%
-210.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.5% | -4.3% |
| 7D | -13.6% | -2.5% | -11.1% | -12.4% |
| 30D | -8.5% | -4.2% | -4.3% | -6.7% |
| 3M | +8.9% | +8.1% | +0.8% | +3.9% |
| 6M | -20.5% | +35.2% | -55.7% | -33.6% |
| YTD | -38.2% | +28.4% | -66.6% | -47.0% |
| 1Y | -43.3% | +39.3% | -82.5% | -54.3% |
| 3Y | -8.5% | +219.9% | -228.4% | -60.5% |
| All | -72.2% | +137.8% | -210.1% | -86.7% |
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