+128.9%
EMB vs UPRO
+12,842.4%
-12,713.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.5% | -2.9% | +3.4% | +0.7% |
| 30D | +0.9% | -12.4% | +13.3% | +1.9% |
| 3M | -2.1% | -11.9% | +9.7% | -1.2% |
| 6M | -2.2% | -1.7% | -0.5% | -2.4% |
| YTD | -0.6% | +18.5% | -19.1% | -2.7% |
| 1Y | +0.2% | +17.5% | -17.3% | -1.9% |
| 3Y | +29.5% | +218.4% | -188.8% | +13.9% |
| 5Y | +8.0% | +99.1% | -91.1% | -3.8% |
| 10Y | +35.3% | +1,071.1% | -1,035.8% | +0.7% |
| All | +128.9% | +12,842.4% | -12,713.5% | +48.8% |
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