+11,332.2%
UPRO vs ES
+486.3%
+10,845.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +3.9% |
| 7D | -8.7% | +1.9% | -10.6% | -11.0% |
| 30D | -16.9% | +7.1% | -23.9% | -23.7% |
| 3M | -15.3% | -1.9% | -13.3% | -14.8% |
| 6M | -5.7% | +4.4% | -10.1% | -13.0% |
| YTD | +12.1% | +7.3% | +4.8% | -1.6% |
| 1Y | +16.4% | +2.1% | +14.3% | +5.5% |
| 3Y | +210.5% | +41.8% | +168.7% | +72.1% |
| 5Y | +82.4% | +1.4% | +80.9% | +55.3% |
| 10Y | +1,144.5% | +86.8% | +1,057.8% | +367.1% |
| All | +11,332.2% | +486.3% | +10,845.9% | +342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling