+1,498.5%
EW vs UPRO
+14,289.1%
-12,790.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +1.0% | -0.9% | +1.9% | +1.2% |
| 3M | +2.8% | +1.9% | +0.9% | +1.5% |
| 6M | +5.5% | +33.1% | -27.6% | -4.3% |
| YTD | +5.5% | +31.8% | -26.3% | -4.2% |
| 1Y | +11.0% | +48.3% | -37.2% | -3.2% |
| 3Y | +17.7% | +221.5% | -203.8% | -23.5% |
| 5Y | -25.7% | +136.7% | -162.5% | -50.4% |
| 10Y | +132.8% | +1,179.2% | -1,046.4% | -18.9% |
| All | +1,498.5% | +14,289.1% | -12,790.6% | +213.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling