+249.6%
EME vs UPRO
+230.2%
+19.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.3% |
| 7D | +5.2% | +1.5% | +3.7% | +4.3% |
| 30D | -5.4% | -3.7% | -1.6% | -3.7% |
| 3M | -6.1% | +8.0% | -14.1% | -9.6% |
| 6M | +9.7% | +38.7% | -29.0% | -6.6% |
| YTD | +26.6% | +29.5% | -3.0% | +11.1% |
| 1Y | +24.6% | +46.1% | -21.5% | +4.0% |
| 3Y | +249.6% | +229.1% | +20.5% | +132.2% |
| All | +249.6% | +230.2% | +19.4% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling