+486.6%
COR vs UPRO
+1,064.0%
-577.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +2.4% | -2.9% | +5.3% | +2.9% |
| 30D | +7.7% | -12.4% | +20.1% | +10.3% |
| 3M | +7.5% | -11.9% | +19.4% | +9.8% |
| 6M | +34.1% | -1.7% | +35.8% | +33.1% |
| YTD | +3.9% | +18.5% | -14.7% | -1.6% |
| 1Y | -3.6% | +17.5% | -21.1% | -8.7% |
| 3Y | +80.5% | +218.4% | -137.9% | +27.7% |
| 5Y | +194.9% | +99.1% | +95.7% | +118.3% |
| 10Y | +486.6% | +1,071.1% | -584.5% | +130.9% |
| All | +486.6% | +1,064.0% | -577.4% | +130.9% |
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