+6,013.6%
UPRO vs COPX
+186.2%
+5,827.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | +0.1% | -4.0% | +4.0% | +3.8% |
| 30D | -0.9% | +4.5% | -5.4% | -5.5% |
| 3M | +1.9% | +0.8% | +1.1% | -1.0% |
| 6M | +33.1% | +3.2% | +29.9% | +23.7% |
| YTD | +31.8% | +26.7% | +5.1% | -2.8% |
| 1Y | +48.3% | +85.7% | -37.4% | -25.2% |
| 3Y | +221.5% | +151.2% | +70.3% | +14.8% |
| 5Y | +136.7% | +170.0% | -33.2% | -22.4% |
| 10Y | +1,179.2% | +572.9% | +606.2% | +73.4% |
| All | +6,013.6% | +186.2% | +5,827.4% | +1,865.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling