-99.0%
UCO vs SPY
+1,099.8%
-1,198.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.8% |
| 7D | +11.8% | -2.0% | +13.8% | +14.8% |
| 30D | +24.9% | -1.7% | +26.5% | +27.3% |
| 3M | +11.4% | +4.7% | +6.7% | +2.4% |
| 6M | +52.5% | +12.5% | +39.9% | +22.5% |
| YTD | +170.3% | +11.7% | +158.6% | +118.0% |
| 1Y | +122.8% | +17.5% | +105.3% | +66.3% |
| 3Y | +51.3% | +76.6% | -25.3% | -42.3% |
| 5Y | +181.4% | +82.0% | +99.4% | -4.6% |
| 10Y | -57.5% | +317.1% | -374.7% | -96.0% |
| All | -99.0% | +1,099.8% | -1,198.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling