+475.2%
COR vs UPRO
+1,102.3%
-627.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.9% | +9.7% | -6.8% | +0.9% |
| 30D | +5.8% | -9.8% | +15.6% | +7.7% |
| 3M | +11.4% | -9.1% | +20.5% | +13.1% |
| 6M | +34.5% | +0.9% | +33.6% | +32.7% |
| YTD | +4.1% | +21.9% | -17.8% | -2.0% |
| 1Y | -3.1% | +19.8% | -22.9% | -8.6% |
| 3Y | +80.9% | +227.4% | -146.5% | +27.2% |
| 5Y | +195.1% | +100.1% | +95.0% | +118.8% |
| All | +475.2% | +1,102.3% | -627.1% | +123.0% |
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