-60.8%
EOSE vs UPRO
+481.5%
-542.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.8% |
| 7D | +1.8% | -2.5% | +4.3% | +3.6% |
| 30D | -6.8% | -4.2% | -2.6% | -3.6% |
| 3M | -36.3% | +8.1% | -44.3% | -39.4% |
| 6M | -38.8% | +35.2% | -74.0% | -49.5% |
| YTD | -65.5% | +28.4% | -94.0% | -70.1% |
| 1Y | -45.3% | +39.3% | -84.5% | -54.5% |
| 3Y | +44.2% | +219.9% | -175.7% | -38.8% |
| 5Y | -69.5% | +142.8% | -212.3% | -85.4% |
| All | -60.8% | +481.5% | -542.3% | -75.0% |
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