+210.5%
UPRO vs EL
+3.8%
+206.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.1% |
| 7D | -8.7% | +0.8% | -9.4% | -8.8% |
| 30D | -16.9% | +16.5% | -33.4% | -21.8% |
| 3M | -15.3% | +29.2% | -44.4% | -24.2% |
| 6M | -5.7% | +27.9% | -33.6% | -15.9% |
| YTD | +12.1% | +6.2% | +5.9% | +5.5% |
| 1Y | +16.4% | +27.2% | -10.7% | +0.8% |
| 3Y | +210.5% | +3.2% | +207.3% | +151.6% |
| All | +210.5% | +3.8% | +206.8% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling