+504.6%
CSX vs UPRO
+1,173.4%
-668.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -3.1% | -0.9% | -2.2% | -2.9% |
| 3M | +7.2% | +1.9% | +5.2% | +5.6% |
| 6M | +16.2% | +33.1% | -16.9% | +4.1% |
| YTD | +37.5% | +31.8% | +5.8% | +23.3% |
| 1Y | +53.2% | +48.3% | +5.0% | +31.2% |
| 3Y | +68.2% | +221.5% | -153.2% | +3.4% |
| 5Y | +65.2% | +136.7% | -71.5% | +3.5% |
| All | +504.6% | +1,173.4% | -668.8% | +62.0% |
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 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