+186.4%
COP vs UPRO
+137.3%
+49.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +17.5% | -0.9% | +18.4% | +17.6% |
| 3M | +13.4% | +1.9% | +11.4% | +12.1% |
| 6M | +17.7% | +33.1% | -15.4% | +8.8% |
| YTD | +46.6% | +31.8% | +14.8% | +35.4% |
| 1Y | +44.6% | +48.3% | -3.7% | +29.2% |
| 3Y | +20.7% | +221.5% | -200.8% | -14.4% |
| All | +186.4% | +137.3% | +49.1% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling