+153.2%
ECL vs UPRO
+1,152.9%
-999.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -0.8% | +1.5% | -2.2% | -1.2% |
| 30D | -2.5% | -3.7% | +1.2% | -1.4% |
| 3M | +8.3% | +8.0% | +0.4% | +5.0% |
| 6M | -1.1% | +38.7% | -39.7% | -12.1% |
| YTD | +6.5% | +29.5% | -23.0% | -3.6% |
| 1Y | +2.1% | +46.1% | -44.0% | -11.6% |
| 3Y | +57.6% | +229.1% | -171.5% | -3.0% |
| 5Y | +28.1% | +136.0% | -107.9% | -18.2% |
| 10Y | +153.2% | +1,155.3% | -1,002.0% | -24.5% |
| All | +153.2% | +1,152.9% | -999.7% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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