+62.7%
EMR vs UPRO
+137.3%
-74.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -5.6% | -0.9% | -4.7% | -5.4% |
| 3M | +7.9% | +1.9% | +6.0% | +6.8% |
| 6M | +6.0% | +33.1% | -27.1% | -4.9% |
| YTD | +16.4% | +31.8% | -15.3% | +4.7% |
| 1Y | +16.6% | +48.3% | -31.7% | +0.4% |
| 3Y | +62.9% | +221.5% | -158.6% | +5.5% |
| All | +62.7% | +137.3% | -74.5% | +4.5% |
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