+318.0%
CORZ vs UPRO
+145.9%
+172.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.4% |
| 7D | +26.4% | +9.7% | +16.7% | +17.4% |
| 30D | -6.8% | -9.8% | +3.0% | +2.0% |
| 3M | -31.1% | -9.1% | -22.0% | -25.0% |
| 6M | -36.9% | +0.9% | -37.8% | -36.9% |
| YTD | -1.2% | +21.9% | -23.1% | -14.7% |
| 1Y | -12.5% | +19.8% | -32.3% | -23.3% |
| All | +318.0% | +145.9% | +172.2% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling