+94.7%
COF vs UPRO
+226.4%
-131.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -3.4% | +7.4% | -10.8% | -6.6% |
| 30D | +0.4% | -7.9% | +8.3% | +3.1% |
| 3M | -12.5% | -12.0% | -0.5% | -8.4% |
| 6M | +8.3% | -2.0% | +10.3% | +7.1% |
| YTD | -18.6% | +20.4% | -39.0% | -27.4% |
| 1Y | -8.6% | +24.5% | -33.1% | -19.9% |
| 3Y | +94.7% | +224.4% | -129.7% | +11.3% |
| All | +94.7% | +226.4% | -131.7% | +11.3% |
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