-84.8%
EOSE vs UPRO
+29.4%
-114.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.9% | +7.8% | +6.0% |
| 7D | +9.7% | -2.6% | +12.3% | +13.9% |
| 30D | -34.6% | -4.3% | -30.2% | -29.8% |
| 3M | -50.8% | -4.3% | -46.5% | -47.2% |
| 6M | -66.5% | +14.7% | -81.2% | -71.3% |
| YTD | -81.3% | +28.0% | -109.3% | -85.6% |
| 1Y | -84.8% | +29.8% | -114.6% | -88.4% |
| All | -84.8% | +29.4% | -114.2% | -88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling