+393.6%
COHR vs UPRO
+137.8%
+255.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.7% | +2.4% |
| 7D | +8.3% | -2.5% | +10.9% | +10.3% |
| 30D | -14.1% | -4.2% | -9.9% | -11.8% |
| 3M | -16.0% | +8.1% | -24.1% | -19.5% |
| 6M | +21.5% | +35.2% | -13.8% | +0.4% |
| YTD | +65.4% | +28.4% | +37.0% | +42.1% |
| 1Y | +195.0% | +39.3% | +155.8% | +142.0% |
| 3Y | +830.2% | +219.9% | +610.3% | +374.7% |
| All | +393.6% | +137.8% | +255.8% | +166.8% |
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 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