+157.9%
EQX vs UPRO
+212.7%
-54.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.2% | -4.5% |
| 7D | -7.0% | -6.0% | -1.0% | -5.2% |
| 30D | +4.8% | -5.8% | +10.6% | +6.8% |
| 3M | +25.6% | +10.8% | +14.8% | +22.0% |
| 6M | -25.8% | +31.6% | -57.4% | -31.0% |
| YTD | -12.7% | +25.4% | -38.1% | -18.1% |
| 1Y | +14.1% | +39.2% | -25.2% | +4.5% |
| All | +157.9% | +212.7% | -54.8% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling