+49.9%
EWJ vs UPRO
+133.2%
-83.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +1.0% | -1.3% | +2.3% | +1.3% |
| 30D | +1.0% | -5.0% | +6.0% | +2.3% |
| 3M | +7.2% | +7.5% | -0.3% | +5.1% |
| 6M | +13.9% | +33.2% | -19.4% | +5.4% |
| YTD | +20.8% | +27.7% | -6.9% | +12.8% |
| 1Y | +26.4% | +43.0% | -16.7% | +14.5% |
| 3Y | +71.8% | +224.4% | -152.7% | +23.9% |
| 5Y | +49.9% | +135.9% | -86.0% | +9.8% |
| All | +49.9% | +133.2% | -83.3% | +9.8% |
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 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