+197.7%
ECL vs UPRO
+1,163.1%
-965.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -4.9% | -0.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.6% |
| 30D | +8.8% | -11.4% | +20.3% | +12.5% |
| 3M | +7.8% | -10.9% | +18.8% | +11.0% |
| 6M | +21.3% | -0.5% | +21.9% | +19.6% |
| YTD | +17.8% | +19.9% | -2.1% | +8.6% |
| 1Y | +21.1% | +24.2% | -3.1% | +10.0% |
| 3Y | +80.1% | +236.9% | -156.9% | +9.3% |
| 5Y | +40.5% | +96.6% | -56.1% | -5.1% |
| 10Y | +197.7% | +1,091.6% | -893.8% | -6.4% |
| All | +197.7% | +1,163.1% | -965.4% | -6.4% |
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