+46.1%
UPRO vs ESI
+39.5%
+6.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +1.5% | +5.4% | -3.9% | -1.3% |
| 30D | -3.7% | -4.2% | +0.5% | -1.8% |
| 3M | +8.0% | -9.6% | +17.6% | +11.6% |
| 6M | +38.7% | +18.3% | +20.3% | +20.1% |
| YTD | +29.5% | +45.8% | -16.3% | -4.4% |
| 1Y | +46.1% | +39.2% | +6.9% | +11.0% |
| All | +46.1% | +39.5% | +6.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling