+48.8%
UCO vs SPY
+77.0%
-28.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.4% |
| 7D | +9.0% | -0.8% | +9.8% | +9.1% |
| 30D | +23.8% | -1.1% | +24.9% | +23.9% |
| 3M | +16.2% | +3.9% | +12.3% | +15.0% |
| 6M | +42.7% | +13.6% | +29.1% | +36.6% |
| YTD | +166.9% | +12.7% | +154.2% | +156.1% |
| 1Y | +128.9% | +17.5% | +111.3% | +114.2% |
| 3Y | +48.8% | +76.9% | -28.1% | +28.1% |
| All | +48.8% | +77.0% | -28.2% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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