+236.9%
UPRO vs EAT
+498.6%
-261.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.4% | +7.4% |
| 7D | -0.9% | -3.9% | +3.0% | +0.5% |
| 30D | -11.4% | +5.0% | -16.4% | -13.0% |
| 3M | -10.9% | -9.6% | -1.3% | -9.0% |
| 6M | -0.5% | +46.8% | -47.3% | -15.2% |
| YTD | +19.9% | +41.8% | -21.9% | +2.0% |
| 1Y | +24.2% | +98.3% | -74.1% | -8.3% |
| 3Y | +236.9% | +503.1% | -266.1% | +77.6% |
| All | +236.9% | +498.6% | -261.7% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling