+560.1%
UPRO vs EQH
+234.7%
+325.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.0% |
| 7D | -2.5% | +0.7% | -3.3% | -3.3% |
| 30D | -4.2% | +2.8% | -7.1% | -7.3% |
| 3M | +8.1% | +23.1% | -15.0% | -14.5% |
| 6M | +35.2% | +41.4% | -6.2% | -9.1% |
| YTD | +28.4% | +14.3% | +14.2% | +7.2% |
| 1Y | +39.3% | +1.6% | +37.7% | +29.9% |
| 3Y | +219.9% | +102.7% | +117.2% | +40.6% |
| 5Y | +142.8% | +104.5% | +38.3% | +11.7% |
| All | +560.1% | +234.7% | +325.4% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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