-57.3%
EOSE vs UPRO
+486.6%
-543.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +12.1% |
| 7D | +41.4% | +1.5% | +40.0% | +39.6% |
| 30D | +3.6% | -3.7% | +7.3% | +6.7% |
| 3M | -35.7% | +8.0% | -43.7% | -38.9% |
| 6M | -29.9% | +38.7% | -68.5% | -43.3% |
| YTD | -62.5% | +29.5% | -92.0% | -67.7% |
| 1Y | -37.4% | +46.1% | -83.5% | -49.6% |
| 3Y | +55.8% | +229.1% | -173.3% | -35.2% |
| 5Y | -67.8% | +136.0% | -203.8% | -84.5% |
| All | -57.3% | +486.6% | -543.9% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling