+142.2%
CI vs UPRO
+1,163.1%
-1,020.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | -1.1% |
| 7D | +0.1% | -0.9% | +1.0% | 0.0% |
| 30D | +4.7% | -11.4% | +16.1% | +7.4% |
| 3M | +5.2% | -10.9% | +16.1% | +7.6% |
| 6M | +3.8% | -0.5% | +4.3% | +2.2% |
| YTD | +9.2% | +19.9% | -10.7% | +1.6% |
| 1Y | +14.3% | +24.2% | -9.9% | +4.9% |
| 3Y | +8.4% | +236.9% | -228.5% | -30.8% |
| 5Y | +50.0% | +96.6% | -46.5% | +4.0% |
| 10Y | +142.2% | +1,091.6% | -949.4% | -26.0% |
| All | +142.2% | +1,163.1% | -1,020.9% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling