+12,463.5%
UPRO vs CHD
+972.9%
+11,490.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.7% |
| 7D | -3.8% | 0.0% | -3.8% | -3.6% |
| 30D | -8.9% | +12.2% | -21.0% | -18.6% |
| 3M | -7.4% | +9.3% | -16.8% | -15.7% |
| 6M | +1.6% | +24.3% | -22.7% | -19.6% |
| YTD | +23.2% | +34.9% | -11.7% | -11.6% |
| 1Y | +21.2% | +32.7% | -11.4% | -12.0% |
| 3Y | +230.8% | +29.4% | +201.4% | +125.1% |
| 5Y | +106.7% | +31.7% | +75.0% | +32.3% |
| 10Y | +1,125.0% | +191.7% | +933.3% | +176.2% |
| All | +12,463.5% | +972.9% | +11,490.6% | +359.3% |
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 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