-40.7%
CHWY vs UPRO
+496.3%
-537.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.4% | -9.4% | -10.3% |
| 7D | -14.1% | -1.3% | -12.8% | -13.7% |
| 30D | -8.1% | -5.0% | -3.1% | -6.4% |
| 3M | +1.7% | +7.5% | -5.8% | -1.5% |
| 6M | -20.7% | +33.2% | -53.9% | -29.6% |
| YTD | -37.2% | +27.7% | -64.9% | -43.5% |
| 1Y | -50.7% | +43.0% | -93.8% | -58.0% |
| 3Y | -9.7% | +224.4% | -234.2% | -46.9% |
| 5Y | -72.9% | +135.9% | -208.8% | -83.0% |
| All | -40.7% | +496.3% | -537.0% | -74.9% |
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