+795.0%
CSCO vs UPRO
+14,289.1%
-13,494.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -10.1% | -0.9% | -9.2% | -10.0% |
| 3M | -15.7% | +1.9% | -17.6% | -16.6% |
| 6M | +36.3% | +33.1% | +3.2% | +22.7% |
| YTD | +43.8% | +31.8% | +12.0% | +29.9% |
| 1Y | +63.9% | +48.3% | +15.7% | +41.6% |
| 3Y | +104.4% | +221.5% | -117.1% | +28.4% |
| 5Y | +111.4% | +136.7% | -25.4% | +34.8% |
| 10Y | +361.7% | +1,179.2% | -817.5% | +33.6% |
| All | +795.0% | +14,289.1% | -13,494.1% | -7.3% |
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 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