+78.8%
CNQ vs UPRO
+220.4%
-141.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.0% |
| 7D | +0.1% | -2.5% | +2.7% | +0.5% |
| 30D | +6.2% | -4.2% | +10.4% | +6.9% |
| 3M | +12.4% | +8.1% | +4.3% | +10.3% |
| 6M | +9.0% | +35.2% | -26.2% | +1.5% |
| YTD | +52.2% | +28.4% | +23.8% | +43.0% |
| 1Y | +65.0% | +39.3% | +25.8% | +51.2% |
| 3Y | +78.8% | +219.9% | -141.1% | +27.6% |
| All | +78.8% | +220.4% | -141.5% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling