+314.5%
ELF vs UPRO
+988.7%
-674.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.2% | +9.8% | +1.8% |
| 7D | -2.7% | -14.4% | +11.6% | +2.8% |
| 30D | +6.9% | -18.2% | +25.1% | +14.9% |
| 3M | +27.2% | -16.4% | +43.6% | +35.4% |
| 6M | +84.9% | -2.6% | +87.5% | +84.5% |
| YTD | +44.5% | +11.1% | +33.3% | +36.3% |
| 1Y | -6.8% | +11.8% | -18.5% | -11.6% |
| 3Y | +14.2% | +209.9% | -195.7% | -26.9% |
| 5Y | +250.6% | +80.9% | +169.7% | +152.2% |
| 10Y | +318.0% | +1,134.2% | -816.2% | +48.4% |
| All | +314.5% | +988.7% | -674.1% | +58.1% |
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 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