+238.8%
EQX vs UPRO
+836.1%
-597.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.2% |
| 7D | -3.2% | -2.5% | -0.7% | -2.7% |
| 30D | +7.8% | -4.2% | +12.0% | +8.7% |
| 3M | +21.3% | +8.1% | +13.3% | +19.5% |
| 6M | -22.4% | +35.2% | -57.7% | -26.5% |
| YTD | -11.3% | +28.4% | -39.8% | -15.3% |
| 1Y | +13.5% | +39.3% | -25.8% | +6.7% |
| 3Y | +162.1% | +219.9% | -57.8% | +107.2% |
| 5Y | +84.2% | +142.8% | -58.6% | +43.6% |
| All | +238.8% | +836.1% | -597.3% | +290.4% |
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