+177.9%
KO vs UPRO
+1,226.0%
-1,048.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | -1.1% | -6.0% | +4.9% | -0.1% |
| 30D | +1.6% | -5.8% | +7.3% | +2.5% |
| 3M | +5.8% | +10.8% | -5.1% | +3.5% |
| 6M | +14.3% | +31.6% | -17.3% | +7.9% |
| YTD | +27.3% | +25.4% | +1.9% | +20.9% |
| 1Y | +33.2% | +39.2% | -6.1% | +23.5% |
| 3Y | +64.5% | +218.5% | -154.0% | +23.5% |
| 5Y | +83.1% | +137.1% | -53.9% | +37.4% |
| All | +177.9% | +1,226.0% | -1,048.1% | +28.5% |
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