+12,127.5%
UPRO vs EL
+767.5%
+11,360.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.1% | +4.5% |
| 7D | -0.9% | +8.0% | -8.9% | -6.8% |
| 30D | -11.4% | +15.4% | -26.8% | -21.9% |
| 3M | -10.9% | +28.5% | -39.4% | -30.5% |
| 6M | -0.5% | +32.2% | -32.8% | -26.3% |
| YTD | +19.9% | +9.2% | +10.7% | -1.0% |
| 1Y | +24.2% | +30.8% | -6.6% | -14.1% |
| 3Y | +236.9% | +3.7% | +233.3% | +129.6% |
| 5Y | +96.6% | -64.8% | +161.3% | +341.9% |
| 10Y | +1,091.6% | +60.0% | +1,031.6% | +456.8% |
| All | +12,127.5% | +767.5% | +11,360.0% | +884.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling