+292.0%
EQIX vs UPRO
+1,102.3%
-810.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +7.6% | +9.7% | -2.1% | +4.9% |
| 30D | +5.2% | -9.8% | +15.0% | +8.1% |
| 3M | +0.8% | -9.1% | +9.9% | +3.2% |
| 6M | +0.2% | +0.9% | -0.7% | -0.8% |
| YTD | +42.2% | +21.9% | +20.3% | +32.6% |
| 1Y | +34.7% | +19.8% | +14.9% | +26.0% |
| 3Y | +49.0% | +227.4% | -178.4% | +0.5% |
| 5Y | +52.8% | +100.1% | -47.2% | +10.3% |
| All | +292.0% | +1,102.3% | -810.3% | +43.1% |
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