+556.4%
UPRO vs EQH
+226.9%
+329.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -1.3% | +1.1% | -2.4% | -2.5% |
| 30D | -5.0% | -1.1% | -3.9% | -4.3% |
| 3M | +7.5% | +25.0% | -17.5% | -16.3% |
| 6M | +33.2% | +33.9% | -0.7% | -5.2% |
| YTD | +27.7% | +11.6% | +16.1% | +9.2% |
| 1Y | +43.0% | +1.5% | +41.5% | +33.4% |
| 3Y | +224.4% | +96.7% | +127.7% | +47.2% |
| 5Y | +135.9% | +93.9% | +42.0% | +14.8% |
| All | +556.4% | +226.9% | +329.5% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling