+229.1%
UPRO vs CHD
+4.0%
+225.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.6% |
| 7D | +1.5% | -2.9% | +4.4% | +1.6% |
| 30D | -3.7% | -6.2% | +2.5% | -3.5% |
| 3M | +8.0% | +1.6% | +6.4% | +7.9% |
| 6M | +38.7% | -3.5% | +42.2% | +38.9% |
| YTD | +29.5% | +16.2% | +13.3% | +28.2% |
| 1Y | +46.1% | +3.4% | +42.7% | +46.2% |
| 3Y | +229.1% | +4.6% | +224.5% | +217.3% |
| All | +229.1% | +4.0% | +225.1% | +217.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling