+32.2%
EIX vs UPRO
+1,163.1%
-1,130.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.0% | -5.7% | -0.3% |
| 7D | +0.7% | -0.9% | +1.6% | +0.6% |
| 30D | +8.8% | -11.4% | +20.2% | +11.4% |
| 3M | -10.9% | -10.9% | 0.0% | -9.1% |
| 6M | -10.3% | -0.5% | -9.7% | -11.3% |
| YTD | +5.8% | +19.9% | -14.0% | -0.6% |
| 1Y | +11.4% | +24.2% | -12.8% | +3.4% |
| 3Y | +11.1% | +236.9% | -225.9% | -23.0% |
| 5Y | +18.5% | +96.6% | -78.1% | -12.6% |
| 10Y | +32.2% | +1,091.6% | -1,059.4% | -45.9% |
| All | +32.2% | +1,163.1% | -1,130.9% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling