+519.9%
CVX vs UPRO
+14,289.1%
-13,769.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +12.9% | -0.9% | +13.8% | +13.0% |
| 3M | +11.7% | +1.9% | +9.8% | +9.7% |
| 6M | +14.1% | +33.1% | -19.0% | +1.5% |
| YTD | +40.7% | +31.8% | +8.9% | +25.0% |
| 1Y | +37.5% | +48.3% | -10.8% | +16.7% |
| 3Y | +43.9% | +221.5% | -177.5% | -12.1% |
| 5Y | +161.5% | +136.7% | +24.7% | +59.1% |
| 10Y | +215.1% | +1,179.2% | -964.1% | -13.4% |
| All | +519.9% | +14,289.1% | -13,769.2% | -35.4% |
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