+6.4%
CMCSA vs UPRO
+1,064.0%
-1,057.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +4.6% | -2.9% | +7.4% | +5.0% |
| 30D | +19.8% | -12.4% | +32.2% | +23.2% |
| 3M | -0.3% | -11.9% | +11.6% | +2.2% |
| 6M | +0.3% | -1.7% | +2.0% | -0.8% |
| YTD | -6.9% | +18.5% | -25.5% | -13.4% |
| 1Y | +2.6% | +17.5% | -14.9% | -4.6% |
| 3Y | -29.0% | +218.4% | -247.4% | -53.0% |
| 5Y | -42.0% | +99.1% | -141.1% | -59.2% |
| 10Y | +6.4% | +1,071.1% | -1,064.7% | -60.6% |
| All | +6.4% | +1,064.0% | -1,057.5% | -60.6% |
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