+88.1%
CSCO vs UPRO
+81.0%
+7.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -10.2% | -8.7% | -1.5% | -7.8% |
| 30D | -20.1% | -16.9% | -3.2% | -15.7% |
| 3M | -22.4% | -15.3% | -7.1% | -18.7% |
| 6M | +2.8% | -5.7% | +8.5% | +4.3% |
| YTD | +23.6% | +12.1% | +11.5% | +18.9% |
| 1Y | +34.0% | +16.4% | +17.6% | +27.3% |
| 3Y | +89.3% | +210.5% | -121.3% | +31.2% |
| All | +88.1% | +81.0% | +7.1% | +40.5% |
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