+269.8%
CORZ vs UPRO
+141.8%
+128.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.0% | +1.2% | +2.4% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | -17.5% | -11.4% | -6.0% | -8.4% |
| 3M | -39.5% | -10.9% | -28.6% | -33.1% |
| 6M | -44.5% | -0.5% | -44.0% | -43.9% |
| YTD | -12.6% | +19.9% | -32.5% | -23.6% |
| 1Y | -37.0% | +24.2% | -61.2% | -46.5% |
| All | +269.8% | +141.8% | +128.0% | +104.2% |
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 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