+239.3%
EQIX vs UPRO
+1,226.0%
-986.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -1.6% | -6.0% | +4.4% | 0.0% |
| 30D | -0.4% | -5.8% | +5.4% | +1.2% |
| 3M | -0.9% | +10.8% | -11.7% | -4.1% |
| 6M | +8.1% | +31.6% | -23.4% | -0.8% |
| YTD | +35.7% | +25.4% | +10.3% | +25.7% |
| 1Y | +34.0% | +39.2% | -5.3% | +20.0% |
| 3Y | +41.4% | +218.5% | -177.1% | -4.0% |
| 5Y | +34.0% | +137.1% | -103.0% | -7.6% |
| All | +239.3% | +1,226.0% | -986.7% | +21.0% |
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