+2,576.4%
COR vs UPRO
+14,289.1%
-11,712.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.5% | -0.9% | +5.4% | +4.6% |
| 3M | +22.7% | +1.9% | +20.7% | +21.3% |
| 6M | -9.7% | +33.1% | -42.8% | -16.3% |
| YTD | -1.4% | +31.8% | -33.2% | -8.6% |
| 1Y | +13.9% | +48.3% | -34.4% | +2.3% |
| 3Y | +94.0% | +221.5% | -127.5% | +36.6% |
| 5Y | +184.0% | +136.7% | +47.3% | +100.0% |
| 10Y | +406.8% | +1,179.2% | -772.4% | +98.9% |
| All | +2,576.4% | +14,289.1% | -11,712.7% | +465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling