+161.6%
EWY vs UPRO
+230.4%
-68.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +10.4% | +9.7% | +0.8% | +5.5% |
| 30D | -12.7% | -9.8% | -3.0% | -7.9% |
| 3M | -17.3% | -9.1% | -8.2% | -13.0% |
| 6M | -18.6% | +0.9% | -19.5% | -17.3% |
| YTD | +49.5% | +21.9% | +27.6% | +41.0% |
| 1Y | +55.0% | +19.8% | +35.2% | +46.8% |
| All | +161.6% | +230.4% | -68.8% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling