+91.0%
EEM vs UPRO
+230.2%
-139.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +3.1% | +1.5% | +1.6% | +2.6% |
| 30D | +4.9% | -3.7% | +8.6% | +6.0% |
| 3M | +5.2% | +8.0% | -2.8% | +2.7% |
| 6M | +20.7% | +38.7% | -17.9% | +9.9% |
| YTD | +26.5% | +29.5% | -3.1% | +17.0% |
| 1Y | +37.8% | +46.1% | -8.2% | +23.6% |
| 3Y | +91.0% | +229.1% | -138.1% | +30.1% |
| All | +91.0% | +230.2% | -139.2% | +30.1% |
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 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