+1,232.5%
UPRO vs CHD
+123.8%
+1,108.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.4% |
| 7D | -1.3% | -4.2% | +2.9% | +1.7% |
| 30D | -5.0% | -7.6% | +2.5% | +0.2% |
| 3M | +7.5% | -1.6% | +9.1% | +7.7% |
| 6M | +33.2% | -6.3% | +39.5% | +37.6% |
| YTD | +27.7% | +14.6% | +13.1% | +12.3% |
| 1Y | +43.0% | +1.6% | +41.4% | +36.5% |
| 3Y | +224.4% | +3.1% | +221.3% | +188.5% |
| 5Y | +135.9% | +21.1% | +114.8% | +75.9% |
| 10Y | +1,232.5% | +128.6% | +1,103.9% | +581.9% |
| All | +1,232.5% | +123.8% | +1,108.7% | +581.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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