+25.7%
COP vs UPRO
+210.8%
-185.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -11.5% | -8.7% | -2.8% | -10.6% |
| 30D | +5.0% | -16.9% | +21.9% | +7.3% |
| 3M | +17.5% | -15.3% | +32.7% | +19.5% |
| 6M | +16.2% | -5.7% | +21.9% | +15.4% |
| YTD | +48.8% | +12.1% | +36.7% | +41.7% |
| 1Y | +64.1% | +16.4% | +47.7% | +54.4% |
| 3Y | +25.7% | +210.5% | -184.9% | -7.4% |
| All | +25.7% | +210.8% | -185.2% | -7.4% |
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 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