+484.0%
CMCSA vs UPRO
+14,289.1%
-13,805.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +7.0% | -0.9% | +7.9% | +7.2% |
| 3M | +15.1% | +1.9% | +13.2% | +13.6% |
| 6M | -15.4% | +33.1% | -48.5% | -23.3% |
| YTD | -1.9% | +31.8% | -33.7% | -11.2% |
| 1Y | -12.7% | +48.3% | -61.0% | -24.2% |
| 3Y | -31.0% | +221.5% | -252.5% | -55.4% |
| 5Y | -46.1% | +136.7% | -182.8% | -64.7% |
| 10Y | +10.8% | +1,179.2% | -1,168.3% | -65.1% |
| All | +484.0% | +14,289.1% | -13,805.0% | -33.8% |
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