+1,095.1%
UPRO vs ES
+98.2%
+996.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.0% |
| 7D | +7.4% | +2.7% | +4.7% | +4.8% |
| 30D | -7.9% | +7.6% | -15.5% | -14.6% |
| 3M | -12.0% | +0.5% | -12.5% | -13.5% |
| 6M | -2.0% | +7.6% | -9.6% | -10.7% |
| YTD | +20.4% | +10.2% | +10.2% | +5.5% |
| 1Y | +24.5% | +1.8% | +22.7% | +15.7% |
| 3Y | +224.4% | +55.4% | +169.0% | +77.6% |
| 5Y | +97.6% | +7.3% | +90.3% | +68.0% |
| All | +1,095.1% | +98.2% | +996.8% | +762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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