+224.4%
UPRO vs EL
+3.0%
+221.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.7% |
| 7D | +7.4% | +1.5% | +5.9% | +6.8% |
| 30D | -7.9% | +10.0% | -17.9% | -11.3% |
| 3M | -12.0% | +28.4% | -40.4% | -21.0% |
| 6M | -2.0% | +37.1% | -39.0% | -14.9% |
| YTD | +20.4% | +7.8% | +12.6% | +12.7% |
| 1Y | +24.5% | +26.0% | -1.5% | +8.3% |
| 3Y | +224.4% | +3.8% | +220.5% | +162.5% |
| All | +224.4% | +3.0% | +221.4% | +162.5% |
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