+221.9%
CVX vs UPRO
+1,162.5%
-940.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.3% |
| 30D | +10.7% | -5.0% | +15.7% | +12.2% |
| 3M | +15.5% | +7.5% | +8.0% | +11.9% |
| 6M | +14.9% | +33.2% | -18.3% | +2.9% |
| YTD | +44.2% | +27.7% | +16.5% | +30.2% |
| 1Y | +43.5% | +43.0% | +0.5% | +24.1% |
| 3Y | +45.0% | +224.4% | -179.5% | -10.3% |
| 5Y | +172.2% | +135.9% | +36.3% | +68.8% |
| 10Y | +221.9% | +1,232.5% | -1,010.6% | -11.1% |
| All | +221.9% | +1,162.5% | -940.6% | -11.1% |
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