+81.9%
UPRO vs COO
-41.6%
+123.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +2.3% |
| 7D | -8.7% | +4.7% | -13.4% | -12.0% |
| 30D | -16.9% | +13.9% | -30.8% | -25.6% |
| 3M | -15.3% | -14.9% | -0.3% | -5.3% |
| 6M | -5.7% | +2.0% | -7.7% | -12.9% |
| YTD | +12.1% | -23.9% | +36.0% | +36.6% |
| 1Y | +16.4% | -9.6% | +26.0% | +19.5% |
| 3Y | +210.5% | -25.4% | +236.0% | +238.9% |
| All | +81.9% | -41.6% | +123.5% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling