+677.5%
CTAS vs UPRO
+1,250.7%
-573.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | -1.1% | -5.0% | +4.0% | +0.5% |
| 3M | +11.5% | +7.5% | +4.0% | +7.7% |
| 6M | +0.2% | +33.2% | -33.1% | -10.8% |
| YTD | +7.2% | +27.7% | -20.5% | -3.7% |
| 1Y | 0.0% | +43.0% | -43.0% | -14.3% |
| 3Y | +65.9% | +224.4% | -158.5% | -1.1% |
| 5Y | +109.6% | +135.9% | -26.3% | +28.6% |
| All | +677.5% | +1,250.7% | -573.2% | +106.0% |
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