+1,071.1%
UPRO vs EL
+60.9%
+1,010.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.3% |
| 7D | -2.9% | +7.6% | -10.5% | -7.9% |
| 30D | -12.4% | +15.7% | -28.1% | -22.0% |
| 3M | -11.9% | +30.5% | -42.4% | -30.3% |
| 6M | -1.7% | +32.5% | -34.2% | -24.9% |
| YTD | +18.5% | +9.4% | +9.1% | +0.2% |
| 1Y | +17.5% | +28.4% | -10.9% | -14.2% |
| 3Y | +218.4% | +4.4% | +213.9% | +123.9% |
| 5Y | +99.1% | -64.5% | +163.6% | +387.9% |
| 10Y | +1,071.1% | +64.9% | +1,006.2% | +727.2% |
| All | +1,071.1% | +60.9% | +1,010.2% | +727.2% |
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 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