+427.3%
CSX vs UPRO
+1,093.1%
-665.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | -5.5% | -8.7% | +3.2% | -3.0% |
| 30D | +4.9% | -16.9% | +21.8% | +10.8% |
| 3M | -2.9% | -15.3% | +12.4% | +1.6% |
| 6M | +8.3% | -5.7% | +14.1% | +8.4% |
| YTD | +36.7% | +12.1% | +24.7% | +28.2% |
| 1Y | +41.5% | +16.4% | +25.1% | +30.7% |
| 3Y | +68.6% | +210.5% | -141.9% | +4.1% |
| 5Y | +48.4% | +82.4% | -33.9% | +1.3% |
| All | +427.3% | +1,093.1% | -665.7% | +43.5% |
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 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