+137.1%
UPRO vs COPX
+167.3%
-30.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | +3.4% |
| 7D | -6.0% | -2.9% | -3.1% | -4.3% |
| 30D | -5.8% | 0.0% | -5.8% | -6.6% |
| 3M | +10.8% | +14.8% | -4.0% | -2.2% |
| 6M | +31.6% | +7.0% | +24.5% | +20.9% |
| YTD | +25.4% | +23.8% | +1.5% | -1.4% |
| 1Y | +39.2% | +75.7% | -36.5% | -19.6% |
| 3Y | +218.5% | +156.4% | +62.1% | +24.2% |
| 5Y | +137.1% | +167.6% | -30.5% | -7.7% |
| All | +137.1% | +167.3% | -30.2% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling