+1,071.1%
UPRO vs COO
+38.3%
+1,032.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.5% |
| 7D | -2.9% | +4.5% | -7.4% | -7.0% |
| 30D | -12.4% | +16.9% | -29.3% | -26.0% |
| 3M | -11.9% | -16.7% | +4.9% | +3.0% |
| 6M | -1.7% | +5.9% | -7.6% | -14.8% |
| YTD | +18.5% | -22.4% | +41.0% | +45.4% |
| 1Y | +17.5% | -10.1% | +27.6% | +20.7% |
| 3Y | +218.4% | -22.8% | +241.1% | +240.9% |
| 5Y | +99.1% | -41.4% | +140.5% | +219.9% |
| 10Y | +1,071.1% | +41.3% | +1,029.8% | +898.1% |
| All | +1,071.1% | +38.3% | +1,032.8% | +898.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling