+89.1%
ELF vs UPRO
-3.6%
+92.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.4% |
| 7D | +4.0% | -8.7% | +12.7% | +6.8% |
| 30D | +10.6% | -16.9% | +27.5% | +17.2% |
| 3M | +25.8% | -15.3% | +41.1% | +32.3% |
| 6M | +89.1% | -5.7% | +94.8% | +97.3% |
| All | +89.1% | -3.6% | +92.6% | +97.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling