+1,091.6%
UPRO vs COO
+40.7%
+1,050.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.4% | +4.4% |
| 7D | -0.9% | +4.3% | -5.2% | -4.9% |
| 30D | -11.4% | +17.6% | -29.0% | -25.6% |
| 3M | -10.9% | -13.9% | +3.0% | +0.3% |
| 6M | -0.5% | +6.6% | -7.1% | -14.3% |
| YTD | +19.9% | -22.0% | +41.9% | +46.2% |
| 1Y | +24.2% | -8.8% | +33.0% | +25.7% |
| 3Y | +236.9% | -21.5% | +258.4% | +253.6% |
| 5Y | +96.6% | -41.0% | +137.6% | +213.5% |
| 10Y | +1,091.6% | +40.9% | +1,050.7% | +915.4% |
| All | +1,091.6% | +40.7% | +1,050.9% | +915.4% |
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