+4,802.2%
CTAS vs UPRO
+12,842.4%
-8,040.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.3% |
| 7D | +0.7% | -2.9% | +3.6% | +1.2% |
| 30D | +11.3% | -12.4% | +23.7% | +15.4% |
| 3M | +11.4% | -11.9% | +23.3% | +15.0% |
| 6M | +35.6% | -1.7% | +37.3% | +33.4% |
| YTD | +20.7% | +18.5% | +2.2% | +10.4% |
| 1Y | +22.8% | +17.5% | +5.3% | +12.3% |
| 3Y | +73.4% | +218.4% | -144.9% | +5.3% |
| 5Y | +117.6% | +99.1% | +18.5% | +43.0% |
| 10Y | +818.4% | +1,071.1% | -252.7% | +178.3% |
| All | +4,802.2% | +12,842.4% | -8,040.1% | +463.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling