+8.4%
EIX vs UPRO
+210.8%
-202.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +1.0% | -8.7% | +9.7% | +2.1% |
| 30D | +9.1% | -16.9% | +26.0% | +11.8% |
| 3M | -10.2% | -15.3% | +5.0% | -8.4% |
| 6M | -11.2% | -5.7% | -5.5% | -11.3% |
| YTD | +4.5% | +12.1% | -7.6% | +0.9% |
| 1Y | +10.9% | +16.4% | -5.5% | +6.2% |
| 3Y | +8.4% | +210.5% | -202.1% | -25.8% |
| All | +8.4% | +210.8% | -202.4% | -25.8% |
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