+48.3%
UPRO vs EL
+14.8%
+33.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -2.1% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | -0.9% | +19.8% | -20.7% | -6.5% |
| 3M | +1.9% | +25.7% | -23.8% | -5.2% |
| 6M | +33.1% | +5.4% | +27.7% | +27.9% |
| YTD | +31.8% | +0.2% | +31.6% | +26.0% |
| 1Y | +48.3% | +20.4% | +27.8% | +33.2% |
| All | +48.3% | +14.8% | +33.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling