+7.4%
COST vs UPRO
-0.4%
+7.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.1% |
| 7D | +5.0% | +7.4% | -2.4% | +5.9% |
| 30D | +12.8% | -7.9% | +20.7% | +11.6% |
| 3M | +15.2% | -12.0% | +27.2% | +13.0% |
| 6M | +7.4% | -2.0% | +9.4% | +8.0% |
| All | +7.4% | -0.4% | +7.8% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling