+13,342.5%
UPRO vs CASY
+3,390.0%
+9,952.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | -0.9% | -11.3% | +10.5% | +8.1% |
| 3M | +1.9% | -0.6% | +2.6% | -4.2% |
| 6M | +33.1% | +10.7% | +22.4% | +13.4% |
| YTD | +31.8% | +37.1% | -5.3% | -7.0% |
| 1Y | +48.3% | +52.3% | -4.0% | -5.7% |
| 3Y | +221.5% | +215.2% | +6.3% | +2.4% |
| 5Y | +136.7% | +276.5% | -139.7% | -34.9% |
| 10Y | +1,179.2% | +508.4% | +670.8% | +149.0% |
| All | +13,342.5% | +3,390.0% | +9,952.5% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling