+197.5%
ECL vs UPRO
+1,102.3%
-904.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.5% | +9.7% | -10.1% | -3.4% |
| 30D | +6.6% | -9.8% | +16.3% | +9.4% |
| 3M | +9.6% | -9.1% | +18.7% | +12.1% |
| 6M | +21.6% | +0.9% | +20.7% | +19.3% |
| YTD | +16.9% | +21.9% | -5.0% | +7.2% |
| 1Y | +17.9% | +19.8% | -1.9% | +8.4% |
| 3Y | +76.5% | +227.4% | -150.9% | +8.3% |
| 5Y | +36.6% | +100.1% | -63.5% | -8.2% |
| All | +197.5% | +1,102.3% | -904.8% | -6.1% |
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