-80.9%
CLSK vs UPRO
+1,079.5%
-1,160.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.1% |
| 7D | +8.0% | +7.4% | +0.5% | +4.2% |
| 30D | -27.9% | -7.9% | -20.0% | -24.1% |
| 3M | -42.3% | -12.0% | -30.3% | -37.5% |
| 6M | -50.0% | -2.0% | -48.0% | -48.7% |
| YTD | -34.3% | +20.4% | -54.7% | -38.6% |
| 1Y | -44.5% | +24.5% | -69.0% | -48.8% |
| 3Y | +74.5% | +224.4% | -149.8% | +8.2% |
| 5Y | -69.0% | +97.6% | -166.6% | -77.2% |
| All | -80.9% | +1,079.5% | -1,160.4% | -91.5% |
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