+68.3%
CVX vs UPRO
+226.4%
-158.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.0% | -7.8% | -1.5% |
| 7D | -7.5% | -0.9% | -6.6% | -7.5% |
| 30D | -0.6% | -11.4% | +10.9% | +0.5% |
| 3M | +14.0% | -10.9% | +24.9% | +15.0% |
| 6M | +18.1% | -0.5% | +18.7% | +17.1% |
| YTD | +42.2% | +19.9% | +22.3% | +36.4% |
| 1Y | +41.3% | +24.2% | +17.1% | +34.3% |
| 3Y | +68.3% | +236.9% | -168.6% | +28.1% |
| All | +68.3% | +226.4% | -158.1% | +28.1% |
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 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