+273.3%
CL vs UPRO
+14,289.1%
-14,015.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.2% | +0.1% | -2.2% | -2.2% |
| 30D | -4.8% | -0.9% | -3.9% | -4.7% |
| 3M | +4.9% | +1.9% | +3.0% | +4.1% |
| 6M | -5.7% | +33.1% | -38.8% | -10.8% |
| YTD | +14.4% | +31.8% | -17.4% | +8.1% |
| 1Y | +8.7% | +48.3% | -39.5% | +0.3% |
| 3Y | +30.0% | +221.5% | -191.5% | -0.1% |
| 5Y | +28.4% | +136.7% | -108.4% | -1.5% |
| 10Y | +50.1% | +1,179.2% | -1,129.1% | -28.5% |
| All | +273.3% | +14,289.1% | -14,015.8% | +12.3% |
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