+336.7%
COP vs UPRO
+1,087.5%
-750.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +4.4% | +7.4% | -3.0% | +1.8% |
| 30D | 0.0% | -7.9% | +7.8% | +1.8% |
| 3M | +15.0% | -12.0% | +27.0% | +18.4% |
| 6M | +22.0% | -2.0% | +24.0% | +19.3% |
| YTD | +55.3% | +20.4% | +35.0% | +38.8% |
| 1Y | +64.1% | +24.5% | +39.6% | +44.4% |
| 3Y | +34.1% | +224.4% | -190.3% | -23.1% |
| 5Y | +133.4% | +97.6% | +35.8% | +45.5% |
| All | +336.7% | +1,087.5% | -750.7% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling