+68.1%
COST vs UPRO
+218.6%
-150.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -5.3% | -5.0% | -0.2% | -4.5% |
| 3M | -6.7% | +7.5% | -14.2% | -8.1% |
| 6M | -9.9% | +33.2% | -43.2% | -15.2% |
| YTD | +5.1% | +27.7% | -22.6% | -0.4% |
| 1Y | -7.3% | +43.0% | -50.3% | -14.7% |
| All | +68.1% | +218.6% | -150.5% | +20.8% |
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