+74.5%
CSX vs UPRO
+208.2%
-133.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.2% | +10.8% | +0.4% |
| 7D | -2.7% | -14.4% | +11.7% | +0.3% |
| 30D | +7.0% | -18.2% | +25.3% | +11.3% |
| 3M | -0.3% | -16.4% | +16.1% | +3.1% |
| 6M | +13.5% | -2.6% | +16.2% | +12.6% |
| YTD | +41.5% | +11.1% | +30.4% | +35.1% |
| 1Y | +45.8% | +11.8% | +34.0% | +38.8% |
| All | +74.5% | +208.2% | -133.7% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling