+2,592.8%
COHR vs UPRO
+13,844.7%
-11,251.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.3% |
| 7D | +13.0% | -1.3% | +14.3% | +13.5% |
| 30D | -6.7% | -5.0% | -1.6% | -4.3% |
| 3M | -14.7% | +7.5% | -22.2% | -17.2% |
| 6M | +20.3% | +33.2% | -13.0% | +5.2% |
| YTD | +64.4% | +27.7% | +36.7% | +47.6% |
| 1Y | +205.9% | +43.0% | +162.8% | +161.0% |
| 3Y | +814.1% | +224.4% | +589.7% | +436.2% |
| 5Y | +387.4% | +135.9% | +251.5% | +210.1% |
| 10Y | +1,308.9% | +1,232.5% | +76.4% | +241.6% |
| All | +2,592.8% | +13,844.7% | -11,251.9% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling