+1,186.4%
UPRO vs COPX
+583.8%
+602.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.5% | -2.3% | -0.2% | -1.0% |
| 30D | -4.2% | +0.3% | -4.5% | -5.6% |
| 3M | +8.1% | +6.8% | +1.2% | -0.9% |
| 6M | +35.2% | +7.9% | +27.3% | +19.9% |
| YTD | +28.4% | +23.7% | +4.7% | -4.5% |
| 1Y | +39.3% | +71.5% | -32.3% | -26.2% |
| 3Y | +219.9% | +149.1% | +70.8% | +8.7% |
| 5Y | +142.8% | +167.3% | -24.5% | -25.2% |
| All | +1,186.4% | +583.8% | +602.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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