+97.5%
UPRO vs CASY
+266.7%
-169.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | +7.4% | +3.6% | +3.9% | +5.6% |
| 30D | -7.9% | +9.1% | -16.9% | -12.2% |
| 3M | -12.0% | -16.5% | +4.5% | -4.5% |
| 6M | -2.0% | -19.7% | +17.7% | +6.4% |
| YTD | +20.4% | +29.3% | -8.9% | -8.7% |
| 1Y | +24.5% | +33.1% | -8.6% | -8.4% |
| 3Y | +224.4% | +158.5% | +65.8% | +31.4% |
| All | +97.5% | +266.7% | -169.1% | -48.4% |
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