-61.4%
CLSK vs UPRO
+1,169.2%
-1,230.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +7.1% |
| 7D | +21.9% | +1.5% | +20.4% | +21.0% |
| 30D | +9.6% | -3.7% | +13.3% | +11.8% |
| 3M | -18.4% | +8.0% | -26.4% | -21.5% |
| 6M | +46.4% | +38.7% | +7.7% | +24.6% |
| YTD | +33.2% | +29.5% | +3.7% | +18.4% |
| 1Y | +47.0% | +46.1% | +0.9% | +24.3% |
| 3Y | +206.4% | +229.1% | -22.7% | +85.9% |
| 5Y | +5.4% | +136.0% | -130.6% | -27.9% |
| All | -61.4% | +1,169.2% | -1,230.6% | -83.6% |
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 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