+1,232.5%
UPRO vs EAT
+370.1%
+862.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | 0.0% |
| 7D | -1.3% | -6.8% | +5.5% | +1.8% |
| 30D | -5.0% | -5.4% | +0.3% | -3.4% |
| 3M | +7.5% | +42.8% | -35.3% | -9.9% |
| 6M | +33.2% | +56.5% | -23.3% | +5.0% |
| YTD | +27.7% | +50.0% | -22.3% | +1.9% |
| 1Y | +43.0% | +38.3% | +4.8% | +16.4% |
| 3Y | +224.4% | +591.6% | -367.2% | +17.2% |
| 5Y | +135.9% | +312.6% | -176.8% | +3.4% |
| 10Y | +1,232.5% | +381.4% | +851.1% | +392.7% |
| All | +1,232.5% | +370.1% | +862.4% | +392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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