+1,091.6%
UPRO vs ES
+82.6%
+1,009.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.4% |
| 7D | -0.9% | -0.1% | -0.8% | -1.2% |
| 30D | -11.4% | +5.7% | -17.2% | -16.7% |
| 3M | -10.9% | -2.8% | -8.1% | -9.7% |
| 6M | -0.5% | +7.0% | -7.5% | -9.1% |
| YTD | +19.9% | +6.8% | +13.1% | +8.0% |
| 1Y | +24.2% | -0.5% | +24.7% | +17.6% |
| 3Y | +236.9% | +47.2% | +189.8% | +94.8% |
| 5Y | +96.6% | +2.3% | +94.3% | +75.2% |
| 10Y | +1,091.6% | +85.6% | +1,005.9% | +799.2% |
| All | +1,091.6% | +82.6% | +1,009.0% | +799.2% |
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