+231.7%
CTVA vs UPRO
+547.5%
-315.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | +11.9% | -0.9% | +12.8% | +12.1% |
| 3M | +13.7% | +1.9% | +11.7% | +12.1% |
| 6M | +13.1% | +33.1% | -20.0% | +2.5% |
| YTD | +32.0% | +31.8% | +0.2% | +19.6% |
| 1Y | +22.1% | +48.3% | -26.2% | +6.2% |
| 3Y | +77.5% | +221.5% | -144.0% | +15.7% |
| 5Y | +106.3% | +136.7% | -30.5% | +35.8% |
| All | +231.7% | +547.5% | -315.8% | +19.7% |
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