+29.8%
UPRO vs EQNR
+89.2%
-59.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.2% | +11.1% | +2.7% |
| 7D | -2.6% | -10.2% | +7.6% | -5.8% |
| 30D | -4.3% | +1.1% | -5.4% | -3.5% |
| 3M | -4.3% | +10.3% | -14.6% | -0.1% |
| 6M | +14.7% | +5.7% | +9.1% | +19.3% |
| YTD | +28.0% | +87.2% | -59.2% | +38.0% |
| 1Y | +29.8% | +87.4% | -57.6% | +40.8% |
| All | +29.8% | +89.2% | -59.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling