+78.2%
ECL vs UPRO
+226.4%
-148.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +2.9% | +7.4% | -4.6% | +1.5% |
| 30D | +7.5% | -7.9% | +15.4% | +8.8% |
| 3M | +12.2% | -12.0% | +24.3% | +14.4% |
| 6M | +24.6% | -2.0% | +26.5% | +23.9% |
| YTD | +18.8% | +20.4% | -1.6% | +13.0% |
| 1Y | +19.3% | +24.5% | -5.2% | +12.7% |
| 3Y | +78.2% | +224.4% | -146.2% | +32.2% |
| All | +78.2% | +226.4% | -148.2% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling