+24.5%
UPRO vs CHD
+33.2%
-8.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.2% |
| 7D | +7.4% | +3.4% | +4.1% | +7.5% |
| 30D | -7.9% | +10.1% | -18.0% | -7.4% |
| 3M | -12.0% | +11.9% | -23.9% | -11.6% |
| 6M | -2.0% | +19.6% | -21.5% | -1.0% |
| YTD | +20.4% | +36.0% | -15.6% | +23.6% |
| 1Y | +24.5% | +34.8% | -10.3% | +27.4% |
| All | +24.5% | +33.2% | -8.7% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling