+11,991.0%
UPRO vs CHD
+970.4%
+11,020.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -2.9% | +2.4% | -5.3% | -4.8% |
| 30D | -12.4% | +13.9% | -26.3% | -23.0% |
| 3M | -11.9% | +8.5% | -20.4% | -19.1% |
| 6M | -1.7% | +20.4% | -22.0% | -19.8% |
| YTD | +18.5% | +34.5% | -16.0% | -14.7% |
| 1Y | +17.5% | +33.8% | -16.3% | -15.4% |
| 3Y | +218.4% | +29.1% | +189.2% | +117.1% |
| 5Y | +99.1% | +31.2% | +67.9% | +28.0% |
| 10Y | +1,071.1% | +193.1% | +878.0% | +161.8% |
| All | +11,991.0% | +970.4% | +11,020.5% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling