+171.2%
EEM vs UPRO
+13,208.7%
-13,037.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.1% |
| 7D | +5.3% | +9.7% | -4.3% | +2.1% |
| 30D | -7.0% | -9.8% | +2.8% | -4.0% |
| 3M | -8.0% | -9.1% | +1.1% | -5.4% |
| 6M | -6.6% | +0.9% | -7.5% | -7.3% |
| YTD | +12.3% | +21.9% | -9.6% | +4.5% |
| 1Y | +12.2% | +19.8% | -7.6% | +4.7% |
| 3Y | +71.2% | +227.4% | -156.1% | +7.6% |
| 5Y | +32.2% | +100.1% | -67.8% | -10.8% |
| 10Y | +120.3% | +1,112.3% | -992.0% | -41.4% |
| All | +171.2% | +13,208.7% | -13,037.4% | -78.7% |
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