+218.4%
UPRO vs ES
+46.6%
+171.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.9% | +0.9% | -3.7% | -3.2% |
| 30D | -12.4% | +5.9% | -18.3% | -14.1% |
| 3M | -11.9% | -1.0% | -10.8% | -11.8% |
| 6M | -1.7% | +7.2% | -8.8% | -4.6% |
| YTD | +18.5% | +7.0% | +11.6% | +14.5% |
| 1Y | +17.5% | +0.5% | +17.0% | +15.3% |
| 3Y | +218.4% | +48.7% | +169.7% | +153.3% |
| All | +218.4% | +46.6% | +171.8% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling