+1,155.3%
UPRO vs CASY
+549.1%
+606.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | +0.7% |
| 7D | +1.5% | -4.4% | +5.8% | +5.0% |
| 30D | -3.7% | -12.0% | +8.3% | +5.8% |
| 3M | +8.0% | -2.3% | +10.3% | +2.4% |
| 6M | +38.7% | +10.5% | +28.1% | +16.6% |
| YTD | +29.5% | +33.0% | -3.5% | -8.5% |
| 1Y | +46.1% | +41.1% | +4.9% | -3.8% |
| 3Y | +229.1% | +207.5% | +21.6% | -4.9% |
| 5Y | +136.0% | +290.7% | -154.7% | -46.4% |
| 10Y | +1,155.3% | +556.5% | +598.8% | +102.3% |
| All | +1,155.3% | +549.1% | +606.2% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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