+50.3%
EWZ vs UPRO
+1,163.1%
-1,112.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -5.0% | -0.4% |
| 7D | +1.4% | -0.9% | +2.3% | +1.2% |
| 30D | -25.1% | -11.4% | -13.7% | -22.5% |
| 3M | -7.7% | -10.9% | +3.2% | -4.8% |
| 6M | -15.8% | -0.5% | -15.3% | -17.0% |
| YTD | +3.6% | +19.9% | -16.3% | -4.8% |
| 1Y | +5.5% | +24.2% | -18.7% | -4.5% |
| 3Y | +22.1% | +236.9% | -214.8% | -28.3% |
| 5Y | +58.3% | +96.6% | -38.2% | +2.6% |
| 10Y | +50.3% | +1,091.6% | -1,041.3% | -67.2% |
| All | +50.3% | +1,163.1% | -1,112.9% | -67.2% |
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