-20.7%
CHWY vs UPRO
+40.5%
-61.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.4% | -9.4% | -10.4% |
| 7D | -14.1% | -1.3% | -12.8% | -13.7% |
| 30D | -8.1% | -5.0% | -3.1% | -6.7% |
| 3M | +1.7% | +7.5% | -5.8% | -0.4% |
| 6M | -20.7% | +33.2% | -53.9% | -29.1% |
| All | -20.7% | +40.5% | -61.2% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling