+96.6%
UPRO vs EAT
+368.3%
-271.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.4% | +7.6% |
| 7D | -0.9% | -3.9% | +3.0% | +1.0% |
| 30D | -11.4% | +5.0% | -16.4% | -13.8% |
| 3M | -10.9% | -9.6% | -1.3% | -8.4% |
| 6M | -0.5% | +46.8% | -47.3% | -20.3% |
| YTD | +19.9% | +41.8% | -21.9% | -4.4% |
| 1Y | +24.2% | +98.3% | -74.1% | -17.8% |
| 3Y | +236.9% | +503.1% | -266.1% | +6.9% |
| 5Y | +96.6% | +356.7% | -260.1% | -32.0% |
| All | +96.6% | +368.3% | -271.8% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling