+114.0%
CSCO vs UPRO
+136.1%
-22.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 3M | -11.7% | +8.0% | -19.7% | -14.0% |
| 6M | +40.1% | +38.7% | +1.4% | +26.8% |
| YTD | +43.8% | +29.5% | +14.2% | +32.7% |
| 1Y | +66.6% | +46.1% | +20.5% | +48.0% |
| 3Y | +108.5% | +229.1% | -120.6% | +41.6% |
| 5Y | +114.0% | +136.0% | -22.0% | +47.0% |
| All | +114.0% | +136.1% | -22.2% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling