+11,237.3%
UPRO vs ES
+503.7%
+10,733.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +2.1% | -15.2% | -15.4% |
| 7D | -14.4% | +5.9% | -20.3% | -19.9% |
| 30D | -18.2% | +10.2% | -28.5% | -27.2% |
| 3M | -16.4% | +0.4% | -16.8% | -17.9% |
| 6M | -2.6% | +6.9% | -9.5% | -12.3% |
| YTD | +11.1% | +10.5% | +0.6% | -5.3% |
| 1Y | +11.8% | +3.2% | +8.6% | +0.5% |
| 3Y | +209.9% | +49.0% | +160.9% | +62.3% |
| 5Y | +80.9% | +4.5% | +76.4% | +49.4% |
| 10Y | +1,134.2% | +92.3% | +1,041.9% | +349.5% |
| All | +11,237.3% | +503.7% | +10,733.6% | +326.0% |
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