+11,332.2%
UPRO vs EL
+743.8%
+10,588.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -1.1% |
| 7D | -8.7% | +0.8% | -9.4% | -9.1% |
| 30D | -16.9% | +16.5% | -33.4% | -27.5% |
| 3M | -15.3% | +29.2% | -44.4% | -34.4% |
| 6M | -5.7% | +27.9% | -33.6% | -28.2% |
| YTD | +12.1% | +6.2% | +5.9% | -5.3% |
| 1Y | +16.4% | +27.2% | -10.7% | -17.6% |
| 3Y | +210.5% | +3.2% | +207.3% | +110.9% |
| 5Y | +82.4% | -66.0% | +148.4% | +323.0% |
| 10Y | +1,144.5% | +58.3% | +1,086.2% | +484.4% |
| All | +11,332.2% | +743.8% | +10,588.4% | +841.2% |
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 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