+81.9%
UPRO vs CASY
+250.1%
-168.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -8.7% | +1.1% | -9.8% | -9.3% |
| 30D | -16.9% | +8.7% | -25.6% | -20.8% |
| 3M | -15.3% | -17.3% | +2.1% | -7.8% |
| 6M | -5.7% | -19.7% | +14.0% | +1.4% |
| YTD | +12.1% | +24.8% | -12.7% | -13.6% |
| 1Y | +16.4% | +31.9% | -15.5% | -14.6% |
| 3Y | +210.5% | +155.4% | +55.1% | +25.2% |
| All | +81.9% | +250.1% | -168.3% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling