+171.2%
UCO vs SPY
+82.3%
+89.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.6% |
| 7D | +9.0% | -0.8% | +9.8% | +9.3% |
| 30D | +23.8% | -1.1% | +24.9% | +24.2% |
| 3M | +16.2% | +3.9% | +12.3% | +13.6% |
| 6M | +42.7% | +13.6% | +29.1% | +31.9% |
| YTD | +166.9% | +12.7% | +154.2% | +147.4% |
| 1Y | +128.9% | +17.5% | +111.3% | +106.5% |
| 3Y | +48.8% | +76.9% | -28.1% | +2.4% |
| All | +171.2% | +82.3% | +89.0% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling