+604.2%
COST vs UPRO
+1,226.0%
-621.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -2.5% | -6.0% | +3.5% | -1.1% |
| 30D | -4.4% | -5.8% | +1.3% | -3.2% |
| 3M | -8.1% | +10.8% | -18.9% | -10.7% |
| 6M | -9.2% | +31.6% | -40.8% | -16.0% |
| YTD | +5.1% | +25.4% | -20.3% | -1.9% |
| 1Y | -5.1% | +39.2% | -44.3% | -14.1% |
| 3Y | +70.4% | +218.5% | -148.2% | +20.6% |
| 5Y | +104.7% | +137.1% | -32.3% | +47.0% |
| All | +604.2% | +1,226.0% | -621.8% | +202.4% |
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