+48.0%
COF vs UPRO
+132.6%
-84.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | -2.7% | -1.3% | -1.3% | -2.1% |
| 30D | -3.4% | -5.0% | +1.7% | -1.1% |
| 3M | +15.4% | +7.5% | +7.9% | +11.2% |
| 6M | +14.4% | +33.2% | -18.8% | -1.0% |
| YTD | -12.0% | +27.7% | -39.7% | -22.3% |
| 1Y | -3.7% | +43.0% | -46.8% | -19.8% |
| 3Y | +121.1% | +224.4% | -103.4% | +21.5% |
| All | +48.0% | +132.6% | -84.6% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling