-12.9%
CHYM vs UPRO
+80.2%
-93.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.0% |
| 7D | +2.1% | +1.5% | +0.6% | +1.0% |
| 30D | +11.0% | -3.7% | +14.7% | +14.3% |
| 3M | +83.9% | +8.0% | +75.9% | +71.5% |
| 6M | +45.3% | +38.7% | +6.7% | +9.3% |
| YTD | +28.4% | +29.5% | -1.2% | +2.2% |
| 1Y | +32.2% | +46.1% | -13.9% | -4.9% |
| All | -12.9% | +80.2% | -93.1% | -49.3% |
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