+818.6%
CTAS vs UPRO
+1,102.3%
-283.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | +0.5% | +9.7% | -9.2% | -2.6% |
| 30D | +10.2% | -9.8% | +20.0% | +13.2% |
| 3M | +12.1% | -9.1% | +21.2% | +14.5% |
| 6M | +38.3% | +0.9% | +37.4% | +34.8% |
| YTD | +21.9% | +21.9% | 0.0% | +10.3% |
| 1Y | +24.0% | +19.8% | +4.2% | +12.5% |
| 3Y | +75.1% | +227.4% | -152.2% | +3.4% |
| 5Y | +116.9% | +100.1% | +16.8% | +40.8% |
| All | +818.6% | +1,102.3% | -283.7% | +153.8% |
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