+51.7%
ELF vs UPRO
+13.2%
+38.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.4% |
| 7D | +4.0% | -8.7% | +12.7% | +7.7% |
| 30D | +10.6% | -16.9% | +27.5% | +19.4% |
| 3M | +25.8% | -15.3% | +41.1% | +34.3% |
| 6M | +89.1% | -5.7% | +94.8% | +89.6% |
| YTD | +52.7% | +12.1% | +40.7% | +37.3% |
| 1Y | +51.7% | +16.4% | +35.3% | +32.1% |
| All | +51.7% | +13.2% | +38.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling