+1,167.3%
UPRO vs ES
+83.4%
+1,083.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | -0.9% | -2.0% | +1.1% | +0.8% |
| 3M | +1.9% | +1.7% | +0.3% | -0.8% |
| 6M | +33.1% | -3.5% | +36.7% | +35.2% |
| YTD | +31.8% | +7.9% | +23.9% | +19.0% |
| 1Y | +48.3% | +17.2% | +31.1% | +20.0% |
| 3Y | +221.5% | +29.3% | +192.2% | +116.9% |
| 5Y | +136.7% | -5.7% | +142.5% | +134.1% |
| All | +1,167.3% | +83.4% | +1,083.9% | +795.6% |
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