+3,310.9%
COST vs UPRO
+13,044.5%
-9,733.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +5.0% | +7.4% | -2.4% | +3.3% |
| 30D | +12.8% | -7.9% | +20.7% | +14.3% |
| 3M | +15.2% | -12.0% | +27.2% | +17.7% |
| 6M | +7.4% | -2.0% | +9.4% | +6.3% |
| YTD | +29.0% | +20.4% | +8.6% | +20.8% |
| 1Y | +20.3% | +24.5% | -4.2% | +11.6% |
| 3Y | +99.0% | +224.4% | -125.4% | +41.3% |
| 5Y | +125.7% | +97.6% | +28.1% | +70.1% |
| 10Y | +775.3% | +1,097.3% | -322.0% | +283.6% |
| All | +3,310.9% | +13,044.5% | -9,733.7% | +665.5% |
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