+2,397.6%
CRM vs UPRO
+13,844.7%
-11,447.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -5.0% | -1.3% | -3.7% | -4.4% |
| 30D | +23.6% | -5.0% | +28.6% | +26.5% |
| 3M | +39.6% | +7.5% | +32.1% | +34.1% |
| 6M | +23.4% | +33.2% | -9.8% | +6.7% |
| YTD | -7.4% | +27.7% | -35.1% | -18.7% |
| 1Y | -2.3% | +43.0% | -45.4% | -18.9% |
| 3Y | +10.5% | +224.4% | -213.9% | -39.4% |
| 5Y | -4.7% | +135.9% | -140.6% | -44.1% |
| 10Y | +234.7% | +1,232.5% | -997.8% | -27.9% |
| All | +2,397.6% | +13,844.7% | -11,447.2% | +44.0% |
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 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