-69.6%
EOSE vs UPRO
+137.8%
-207.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.9% |
| 7D | +1.8% | -2.5% | +4.3% | +3.7% |
| 30D | -6.8% | -4.2% | -2.6% | -3.5% |
| 3M | -36.3% | +8.1% | -44.3% | -39.5% |
| 6M | -38.8% | +35.2% | -74.0% | -50.0% |
| YTD | -65.5% | +28.4% | -94.0% | -70.3% |
| 1Y | -45.3% | +39.3% | -84.5% | -54.9% |
| 3Y | +44.2% | +219.9% | -175.7% | -41.8% |
| All | -69.6% | +137.8% | -207.4% | -86.0% |
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 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