+313.8%
ELF vs UPRO
+1,190.8%
-877.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +27.0% | -0.9% | +27.9% | +27.3% |
| 3M | +113.2% | +1.9% | +111.3% | +110.8% |
| 6M | +36.6% | +33.1% | +3.5% | +21.0% |
| YTD | +44.2% | +31.8% | +12.4% | +28.2% |
| 1Y | -18.0% | +48.3% | -66.3% | -29.8% |
| 3Y | -19.9% | +221.5% | -241.4% | -49.5% |
| 5Y | +257.7% | +136.7% | +121.0% | +133.7% |
| All | +313.8% | +1,190.8% | -877.0% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling