+3,406.7%
EME vs UPRO
+13,044.5%
-9,637.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +8.4% | +7.4% | +1.0% | +5.5% |
| 30D | -11.5% | -7.9% | -3.6% | -9.0% |
| 3M | -20.6% | -12.0% | -8.6% | -17.0% |
| 6M | -28.5% | -2.0% | -26.5% | -28.3% |
| YTD | +8.0% | +20.4% | -12.4% | -0.4% |
| 1Y | +6.8% | +24.5% | -17.8% | -2.9% |
| 3Y | +213.9% | +224.4% | -10.5% | +92.3% |
| 5Y | +414.8% | +97.6% | +317.2% | +242.9% |
| 10Y | +916.9% | +1,097.3% | -180.4% | +159.0% |
| All | +3,406.7% | +13,044.5% | -9,637.8% | +124.8% |
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