+813.9%
CTAS vs UPRO
+1,163.1%
-349.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.0% | -6.6% | -1.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.9% |
| 30D | +10.3% | -11.4% | +21.7% | +13.9% |
| 3M | +10.2% | -10.9% | +21.1% | +13.3% |
| 6M | +34.4% | -0.5% | +34.9% | +31.7% |
| YTD | +19.6% | +19.9% | -0.3% | +8.8% |
| 1Y | +21.8% | +24.2% | -2.4% | +9.1% |
| 3Y | +74.1% | +236.9% | -162.8% | +1.7% |
| 5Y | +114.0% | +96.6% | +17.5% | +39.7% |
| 10Y | +813.9% | +1,091.6% | -277.7% | +154.3% |
| All | +813.9% | +1,163.1% | -349.2% | +154.3% |
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