+117.4%
COIN vs UPRO
+220.4%
-103.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.4% |
| 7D | -5.1% | -2.5% | -2.5% | -2.9% |
| 30D | +17.6% | -4.2% | +21.8% | +22.4% |
| 3M | +9.2% | +8.1% | +1.2% | +1.6% |
| 6M | -11.8% | +35.2% | -47.0% | -33.0% |
| YTD | -22.5% | +28.4% | -50.9% | -37.7% |
| 1Y | -45.9% | +39.3% | -85.2% | -59.1% |
| 3Y | +117.4% | +219.9% | -102.5% | -13.8% |
| All | +117.4% | +220.4% | -103.0% | -13.8% |
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 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