+151.1%
ETR vs UPRO
+230.2%
-79.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | +1.4% | +1.5% | -0.1% | +1.2% |
| 30D | +1.9% | -3.7% | +5.6% | +2.2% |
| 3M | +1.0% | +8.0% | -7.0% | 0.0% |
| 6M | +4.8% | +38.7% | -33.8% | +0.5% |
| YTD | +19.5% | +29.5% | -10.0% | +15.4% |
| 1Y | +28.1% | +46.1% | -18.0% | +21.7% |
| 3Y | +151.1% | +229.1% | -77.9% | +96.8% |
| All | +151.1% | +230.2% | -79.0% | +96.8% |
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