-8.2%
EW vs UPRO
+95.9%
-104.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +4.9% | +7.4% | -2.5% | +2.8% |
| 30D | +23.9% | -7.9% | +31.8% | +26.1% |
| 3M | +15.8% | -12.0% | +27.8% | +19.1% |
| 6M | +31.7% | -2.0% | +33.6% | +30.5% |
| YTD | +25.7% | +20.4% | +5.3% | +16.8% |
| 1Y | +24.4% | +24.5% | -0.1% | +14.4% |
| 3Y | +65.9% | +224.4% | -158.5% | +6.0% |
| All | -8.2% | +95.9% | -104.1% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling