+607.1%
EWY vs UPRO
+14,289.1%
-13,682.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.0% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +11.7% | -0.9% | +12.6% | +12.0% |
| 3M | -7.4% | +1.9% | -9.3% | -7.3% |
| 6M | +40.6% | +33.1% | +7.4% | +29.0% |
| YTD | +94.3% | +31.8% | +62.5% | +78.8% |
| 1Y | +164.3% | +48.3% | +116.0% | +133.1% |
| 3Y | +221.0% | +221.5% | -0.5% | +105.3% |
| 5Y | +139.1% | +136.7% | +2.4% | +55.5% |
| 10Y | +298.8% | +1,179.2% | -880.4% | +11.5% |
| All | +607.1% | +14,289.1% | -13,682.0% | -38.2% |
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 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