+242.0%
COF vs UPRO
+1,258.3%
-1,016.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | -0.6% |
| 7D | -5.1% | -2.5% | -2.6% | -4.0% |
| 30D | -6.0% | -4.2% | -1.8% | -4.1% |
| 3M | +14.8% | +8.1% | +6.8% | +10.2% |
| 6M | +15.3% | +35.2% | -19.9% | -1.4% |
| YTD | -13.0% | +28.4% | -41.5% | -23.9% |
| 1Y | -5.7% | +39.3% | -45.0% | -21.0% |
| 3Y | +118.1% | +219.9% | -101.8% | +16.5% |
| 5Y | +46.2% | +142.8% | -96.6% | -19.1% |
| All | +242.0% | +1,258.3% | -1,016.3% | -31.2% |
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