+303.5%
EWY vs UPRO
+1,258.3%
-954.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.4% |
| 7D | -0.1% | -2.5% | +2.5% | +0.8% |
| 30D | +7.3% | -4.2% | +11.5% | +8.9% |
| 3M | -5.1% | +8.1% | -13.2% | -7.2% |
| 6M | +42.1% | +35.2% | +6.8% | +30.4% |
| YTD | +94.1% | +28.4% | +65.7% | +81.1% |
| 1Y | +147.8% | +39.3% | +108.6% | +125.0% |
| 3Y | +222.9% | +219.9% | +3.0% | +114.5% |
| 5Y | +150.6% | +142.8% | +7.8% | +68.0% |
| All | +303.5% | +1,258.3% | -954.8% | +24.2% |
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