+301.5%
EMR vs UPRO
+1,163.1%
-861.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.0% | -2.5% | +1.8% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +4.8% | -11.4% | +16.2% | +9.3% |
| 3M | +7.5% | -10.9% | +18.4% | +11.7% |
| 6M | +20.9% | -0.5% | +21.4% | +20.0% |
| YTD | +29.2% | +19.9% | +9.3% | +19.3% |
| 1Y | +33.0% | +24.2% | +8.8% | +21.0% |
| 3Y | +109.8% | +236.9% | -127.2% | +26.6% |
| 5Y | +91.9% | +96.6% | -4.6% | +28.8% |
| 10Y | +301.5% | +1,091.6% | -790.1% | +7.0% |
| All | +301.5% | +1,163.1% | -861.6% | +7.0% |
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 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