-35.6%
ELAN vs UPRO
+438.8%
-474.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.1% | +0.5% |
| 7D | -5.4% | -2.5% | -2.9% | -4.5% |
| 30D | +4.7% | -4.2% | +8.9% | +6.3% |
| 3M | -3.7% | +8.1% | -11.7% | -7.0% |
| 6M | -1.2% | +35.2% | -36.4% | -12.0% |
| YTD | +2.4% | +28.4% | -26.1% | -7.2% |
| 1Y | +23.4% | +39.3% | -15.9% | +8.2% |
| 3Y | +96.7% | +219.9% | -123.2% | +23.9% |
| 5Y | -30.6% | +142.8% | -173.4% | -55.3% |
| All | -35.6% | +438.8% | -474.4% | -72.7% |
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 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