+319.3%
CSCO vs UPRO
+1,083.8%
-764.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -4.7% | -2.9% | -1.8% | -3.9% |
| 30D | -17.1% | -12.4% | -4.7% | -13.5% |
| 3M | -19.6% | -11.9% | -7.8% | -16.4% |
| 6M | +2.4% | -1.7% | +4.1% | +2.5% |
| YTD | +29.8% | +18.5% | +11.2% | +21.6% |
| 1Y | +38.7% | +17.5% | +21.2% | +30.0% |
| 3Y | +101.3% | +218.4% | -117.0% | +28.9% |
| 5Y | +94.8% | +99.1% | -4.3% | +34.1% |
| All | +319.3% | +1,083.8% | -764.4% | +26.3% |
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