+76.0%
CTAS vs UPRO
+210.8%
-134.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +1.2% | -8.7% | +9.8% | +2.7% |
| 30D | +12.8% | -16.9% | +29.7% | +16.3% |
| 3M | +10.3% | -15.3% | +25.5% | +13.2% |
| 6M | +32.0% | -5.7% | +37.7% | +31.7% |
| YTD | +19.1% | +12.1% | +7.1% | +13.6% |
| 1Y | +21.5% | +16.4% | +5.1% | +14.5% |
| 3Y | +76.0% | +210.5% | -134.5% | +18.3% |
| All | +76.0% | +210.8% | -134.8% | +18.3% |
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 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