+34.1%
COP vs UPRO
+226.4%
-192.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +4.4% | +7.4% | -3.0% | +3.4% |
| 30D | 0.0% | -7.9% | +7.8% | +0.7% |
| 3M | +15.0% | -12.0% | +27.0% | +16.5% |
| 6M | +22.0% | -2.0% | +24.0% | +20.8% |
| YTD | +55.3% | +20.4% | +35.0% | +46.5% |
| 1Y | +64.1% | +24.5% | +39.6% | +53.2% |
| 3Y | +34.1% | +224.4% | -190.3% | -2.3% |
| All | +34.1% | +226.4% | -192.3% | -2.3% |
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