+322.1%
CORZ vs UPRO
+142.8%
+179.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +2.0% |
| 7D | +23.5% | +7.4% | +16.1% | +16.6% |
| 30D | +7.5% | -7.9% | +15.4% | +15.3% |
| 3M | -26.6% | -12.0% | -14.6% | -17.9% |
| 6M | -39.5% | -2.0% | -37.5% | -38.1% |
| YTD | -0.3% | +20.4% | -20.7% | -13.0% |
| 1Y | -4.2% | +24.5% | -28.7% | -18.6% |
| All | +322.1% | +142.8% | +179.3% | +132.6% |
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