+281.7%
CORZ vs UPRO
+139.1%
+142.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +4.2% |
| 7D | -7.8% | -2.9% | -4.9% | -6.3% |
| 30D | -14.8% | -12.4% | -2.4% | -4.6% |
| 3M | -32.5% | -11.9% | -20.6% | -24.8% |
| 6M | -42.7% | -1.7% | -41.1% | -41.6% |
| YTD | -9.8% | +18.5% | -28.4% | -20.5% |
| 1Y | -31.9% | +17.5% | -49.4% | -39.5% |
| All | +281.7% | +139.1% | +142.6% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling