+669.2%
CSCO vs UPRO
+12,137.2%
-11,468.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -10.2% | -8.7% | -1.5% | -7.5% |
| 30D | -20.1% | -16.9% | -3.2% | -15.0% |
| 3M | -22.4% | -15.3% | -7.1% | -18.1% |
| 6M | +2.8% | -5.7% | +8.5% | +4.3% |
| YTD | +23.6% | +12.1% | +11.5% | +17.7% |
| 1Y | +34.0% | +16.4% | +17.6% | +25.7% |
| 3Y | +89.3% | +210.5% | -121.3% | +20.6% |
| 5Y | +87.9% | +82.4% | +5.5% | +31.2% |
| 10Y | +314.9% | +1,144.5% | -829.6% | +21.0% |
| All | +669.2% | +12,137.2% | -11,468.0% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling