+4,262.3%
CTAS vs UPRO
+14,289.1%
-10,026.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -0.2% | -0.9% | +0.7% | 0.0% |
| 3M | +11.7% | +1.9% | +9.8% | +9.7% |
| 6M | +0.7% | +33.1% | -32.4% | -10.2% |
| YTD | +7.4% | +31.8% | -24.4% | -4.3% |
| 1Y | -2.1% | +48.3% | -50.4% | -16.8% |
| 3Y | +62.9% | +221.5% | -158.5% | -0.7% |
| 5Y | +111.9% | +136.7% | -24.9% | +32.1% |
| 10Y | +652.2% | +1,179.2% | -527.0% | +122.9% |
| All | +4,262.3% | +14,289.1% | -10,026.7% | +388.2% |
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