+4.6%
CMCSA vs UPRO
+1,162.5%
-1,158.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.2% |
| 7D | -8.3% | -1.3% | -7.0% | -8.0% |
| 30D | -2.4% | -5.0% | +2.6% | -1.1% |
| 3M | +4.5% | +7.5% | -3.0% | +2.0% |
| 6M | -18.8% | +33.2% | -52.0% | -25.8% |
| YTD | -8.9% | +27.7% | -36.7% | -16.2% |
| 1Y | -18.3% | +43.0% | -61.3% | -27.6% |
| 3Y | -35.0% | +224.4% | -259.4% | -56.9% |
| 5Y | -48.2% | +135.9% | -184.0% | -65.1% |
| 10Y | +4.6% | +1,232.5% | -1,228.0% | -64.5% |
| All | +4.6% | +1,162.5% | -1,158.0% | -64.5% |
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 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