+1,155.3%
UPRO vs EL
+31.4%
+1,123.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.1% |
| 7D | +1.5% | +1.7% | -0.2% | 0.0% |
| 30D | -3.7% | +15.5% | -19.2% | -15.8% |
| 3M | +8.0% | +20.6% | -12.6% | -9.1% |
| 6M | +38.7% | +10.5% | +28.2% | +21.2% |
| YTD | +29.5% | -1.9% | +31.4% | +19.9% |
| 1Y | +46.1% | +16.1% | +30.0% | +14.5% |
| 3Y | +229.1% | -30.2% | +259.3% | +236.2% |
| 5Y | +136.0% | -67.4% | +203.4% | +508.6% |
| 10Y | +1,155.3% | +31.2% | +1,124.0% | +918.7% |
| All | +1,155.3% | +31.4% | +1,123.9% | +918.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling