+519.5%
KO vs UPRO
+14,289.1%
-13,769.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | +1.4% | -0.9% | +2.3% | +1.5% |
| 3M | +15.4% | +1.9% | +13.5% | +14.3% |
| 6M | +14.3% | +33.1% | -18.8% | +7.4% |
| YTD | +27.7% | +31.8% | -4.1% | +19.9% |
| 1Y | +32.7% | +48.3% | -15.6% | +21.3% |
| 3Y | +62.2% | +221.5% | -159.3% | +21.5% |
| 5Y | +80.0% | +136.7% | -56.8% | +34.9% |
| 10Y | +175.6% | +1,179.2% | -1,003.5% | +28.4% |
| All | +519.5% | +14,289.1% | -13,769.5% | +70.4% |
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