+298.3%
COP vs UPRO
+1,163.1%
-864.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.0% | -8.3% | -3.6% |
| 7D | -8.4% | -0.9% | -7.5% | -8.7% |
| 30D | +0.3% | -11.4% | +11.7% | +3.4% |
| 3M | +15.1% | -10.9% | +26.0% | +18.0% |
| 6M | +19.8% | -0.5% | +20.3% | +16.6% |
| YTD | +46.8% | +19.9% | +26.9% | +31.4% |
| 1Y | +59.7% | +24.2% | +35.5% | +40.6% |
| 3Y | +28.7% | +236.9% | -208.2% | -27.3% |
| 5Y | +110.7% | +96.6% | +14.1% | +31.6% |
| 10Y | +298.3% | +1,091.6% | -793.3% | -2.7% |
| All | +298.3% | +1,163.1% | -864.8% | -2.7% |
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