+136.0%
UPRO vs CHD
+21.8%
+114.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.9% |
| 7D | +1.5% | -2.9% | +4.4% | +2.6% |
| 30D | -3.7% | -6.2% | +2.5% | -1.3% |
| 3M | +8.0% | +1.6% | +6.4% | +6.8% |
| 6M | +38.7% | -3.5% | +42.2% | +39.9% |
| YTD | +29.5% | +16.2% | +13.3% | +19.3% |
| 1Y | +46.1% | +3.4% | +42.7% | +42.0% |
| 3Y | +229.1% | +4.6% | +224.5% | +202.4% |
| 5Y | +136.0% | +21.1% | +114.9% | +86.7% |
| All | +136.0% | +21.8% | +114.2% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling