+168.7%
EEM vs UPRO
+12,842.3%
-12,673.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.4% |
| 7D | -0.9% | -2.9% | +2.0% | -0.1% |
| 30D | -9.3% | -12.4% | +3.1% | -5.5% |
| 3M | -7.1% | -11.9% | +4.8% | -3.4% |
| 6M | -10.4% | -1.7% | -8.7% | -10.2% |
| YTD | +11.3% | +18.5% | -7.3% | +4.5% |
| 1Y | +11.3% | +17.5% | -6.2% | +4.5% |
| 3Y | +69.6% | +218.4% | -148.7% | +7.6% |
| 5Y | +33.6% | +99.1% | -65.5% | -9.7% |
| 10Y | +114.1% | +1,071.1% | -957.0% | -42.4% |
| All | +168.7% | +12,842.3% | -12,673.6% | -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