-47.1%
EOSE vs UPRO
+51.4%
-98.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.2% | +12.1% | +12.5% |
| 7D | +19.0% | +0.1% | +19.0% | +18.7% |
| 30D | +1.6% | -0.9% | +2.5% | +3.1% |
| 3M | -52.0% | +1.9% | -53.9% | -52.9% |
| 6M | -42.5% | +33.1% | -75.6% | -59.7% |
| YTD | -66.1% | +31.8% | -97.9% | -75.5% |
| 1Y | -47.1% | +48.3% | -95.4% | -66.3% |
| All | -47.1% | +51.4% | -98.6% | -66.3% |
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 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