+760.0%
ECL vs UPRO
+14,289.1%
-13,529.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | +10.1% | +1.9% | +8.2% | +8.6% |
| 6M | -5.7% | +33.1% | -38.8% | -14.9% |
| YTD | +7.0% | +31.8% | -24.8% | -3.4% |
| 1Y | +2.7% | +48.3% | -45.6% | -11.2% |
| 3Y | +57.7% | +221.5% | -163.8% | -0.2% |
| 5Y | +31.1% | +136.7% | -105.6% | -14.6% |
| 10Y | +150.9% | +1,179.2% | -1,028.3% | -19.0% |
| All | +760.0% | +14,289.1% | -13,529.1% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling