+139.2%
UPRO vs COO
-38.8%
+178.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | +0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +2.1% |
| 30D | -0.9% | -7.0% | +6.1% | +5.3% |
| 3M | +1.9% | +12.2% | -10.3% | -10.6% |
| 6M | +33.1% | -15.1% | +48.2% | +51.6% |
| YTD | +31.8% | -15.1% | +46.9% | +50.0% |
| 1Y | +48.3% | +2.3% | +45.9% | +38.7% |
| 3Y | +221.5% | -23.7% | +245.1% | +268.1% |
| All | +139.2% | -38.8% | +178.0% | +262.0% |
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