+212.3%
UPRO vs EQH
+97.5%
+114.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.7% |
| 7D | -6.0% | -1.8% | -4.2% | -4.6% |
| 30D | -5.8% | +2.4% | -8.2% | -7.9% |
| 3M | +10.8% | +26.3% | -15.5% | -10.7% |
| 6M | +31.6% | +35.8% | -4.2% | -2.1% |
| YTD | +25.4% | +12.7% | +12.7% | +10.3% |
| 1Y | +39.2% | +2.5% | +36.8% | +33.1% |
| All | +212.3% | +97.5% | +114.8% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling