+301.0%
CSCO vs UPRO
+1,081.0%
-780.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -10.2% | -8.7% | -1.5% | -7.6% |
| 30D | -20.1% | -16.9% | -3.2% | -15.2% |
| 3M | -22.1% | -15.3% | -6.8% | -17.9% |
| 6M | +3.2% | -5.7% | +8.9% | +4.7% |
| YTD | +24.1% | +12.1% | +12.0% | +18.4% |
| 1Y | +34.6% | +16.4% | +18.1% | +26.5% |
| 3Y | +90.0% | +210.5% | -120.5% | +22.6% |
| 5Y | +88.6% | +82.4% | +6.2% | +33.7% |
| All | +301.0% | +1,081.0% | -780.0% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling