+1,284.9%
EME vs UPRO
+1,226.0%
+58.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | +0.9% | -6.0% | +6.9% | +3.2% |
| 30D | -8.4% | -5.8% | -2.6% | -6.4% |
| 3M | -3.6% | +10.8% | -14.4% | -7.1% |
| 6M | +3.6% | +31.6% | -28.0% | -6.6% |
| YTD | +22.5% | +25.4% | -2.9% | +12.4% |
| 1Y | +18.2% | +39.2% | -21.1% | +4.6% |
| 3Y | +238.4% | +218.5% | +19.9% | +118.3% |
| 5Y | +550.5% | +137.1% | +413.5% | +325.1% |
| All | +1,284.9% | +1,226.0% | +58.8% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling