+418.9%
EME vs UPRO
+95.9%
+323.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +8.4% | +7.4% | +1.0% | +5.6% |
| 30D | -11.5% | -7.9% | -3.6% | -9.1% |
| 3M | -20.6% | -12.0% | -8.6% | -17.1% |
| 6M | -28.5% | -2.0% | -26.5% | -28.3% |
| YTD | +8.0% | +20.4% | -12.4% | +0.2% |
| 1Y | +6.8% | +24.5% | -17.8% | -2.2% |
| 3Y | +213.9% | +224.4% | -10.5% | +111.6% |
| All | +418.9% | +95.9% | +323.0% | +274.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling