+366.8%
CSCO vs UPRO
+1,152.9%
-786.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -0.5% | +1.5% | -2.0% | -1.0% |
| 30D | -10.1% | -3.7% | -6.4% | -9.1% |
| 3M | -11.7% | +8.0% | -19.7% | -14.3% |
| 6M | +40.1% | +38.7% | +1.4% | +24.9% |
| YTD | +43.8% | +29.5% | +14.2% | +31.0% |
| 1Y | +66.6% | +46.1% | +20.5% | +45.2% |
| 3Y | +108.5% | +229.1% | -120.6% | +31.8% |
| 5Y | +114.0% | +136.0% | -22.0% | +38.7% |
| 10Y | +366.8% | +1,155.3% | -788.4% | +37.4% |
| All | +366.8% | +1,152.9% | -786.1% | +37.4% |
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