+277.4%
EMR vs UPRO
+1,162.5%
-885.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | -5.0% | -5.0% | +0.1% | -3.1% |
| 3M | +5.9% | +7.5% | -1.6% | +2.7% |
| 6M | +7.3% | +33.2% | -25.9% | -4.3% |
| YTD | +14.6% | +27.7% | -13.2% | +3.7% |
| 1Y | +15.6% | +43.0% | -27.4% | 0.0% |
| 3Y | +60.2% | +224.4% | -164.3% | -2.1% |
| 5Y | +65.8% | +135.9% | -70.0% | +3.7% |
| 10Y | +277.4% | +1,232.5% | -955.1% | -5.3% |
| All | +277.4% | +1,162.5% | -885.2% | -5.3% |
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