+2,719.4%
COST vs UPRO
+14,289.1%
-11,569.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -2.8% | -0.9% | -1.9% | -2.7% |
| 3M | -5.7% | +1.9% | -7.6% | -6.7% |
| 6M | -8.8% | +33.1% | -41.9% | -15.7% |
| YTD | +6.7% | +31.8% | -25.1% | -1.5% |
| 1Y | -3.6% | +48.3% | -51.9% | -13.9% |
| 3Y | +75.1% | +221.5% | -146.4% | +25.2% |
| 5Y | +108.9% | +136.7% | -27.8% | +52.0% |
| 10Y | +586.2% | +1,179.2% | -593.0% | +197.6% |
| All | +2,719.4% | +14,289.1% | -11,569.7% | +524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling