+142.2%
CI vs UPRO
+1,102.3%
-960.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -1.7% | +9.7% | -11.4% | -4.1% |
| 30D | +4.9% | -9.8% | +14.6% | +7.1% |
| 3M | +7.4% | -9.1% | +16.5% | +9.2% |
| 6M | +0.4% | +0.9% | -0.5% | -1.5% |
| YTD | +9.5% | +21.9% | -12.4% | +1.4% |
| 1Y | +12.0% | +19.8% | -7.8% | +3.9% |
| 3Y | +7.1% | +227.4% | -220.3% | -31.0% |
| 5Y | +49.3% | +100.1% | -50.8% | +3.1% |
| All | +142.2% | +1,102.3% | -960.1% | -26.6% |
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