+219.9%
UPRO vs EQNR
+72.8%
+147.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -2.5% | +6.4% | -9.0% | -3.1% |
| 30D | -4.2% | +10.4% | -14.6% | -5.1% |
| 3M | +8.1% | +23.1% | -15.0% | +5.5% |
| 6M | +35.2% | +36.3% | -1.1% | +24.7% |
| YTD | +28.4% | +96.0% | -67.5% | +3.5% |
| 1Y | +39.3% | +94.2% | -55.0% | +12.0% |
| 3Y | +219.9% | +75.3% | +144.6% | +155.1% |
| All | +219.9% | +72.8% | +147.1% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling