+121.7%
EW vs UPRO
+1,152.9%
-1,031.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.0% |
| 7D | -4.4% | +1.5% | -5.9% | -4.9% |
| 30D | -3.3% | -3.7% | +0.4% | -2.3% |
| 3M | +1.0% | +8.0% | -7.0% | -2.0% |
| 6M | +6.2% | +38.7% | -32.4% | -5.3% |
| YTD | +1.7% | +29.5% | -27.8% | -7.6% |
| 1Y | +8.1% | +46.1% | -38.0% | -6.1% |
| 3Y | +17.1% | +229.1% | -212.0% | -26.9% |
| 5Y | -29.4% | +136.0% | -165.4% | -54.1% |
| 10Y | +121.7% | +1,155.3% | -1,033.5% | -38.0% |
| All | +121.7% | +1,152.9% | -1,031.2% | -38.0% |
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