+18.8%
UPRO vs ESI
+19.1%
-0.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.1% | +1.8% | +4.3% |
| 7D | -0.9% | -3.5% | +2.6% | +0.9% |
| 30D | -11.4% | -9.3% | -2.2% | -7.2% |
| 3M | -10.9% | -12.8% | +1.9% | -5.3% |
| 6M | -0.5% | -24.6% | +24.1% | +12.0% |
| YTD | +19.9% | +32.7% | -12.9% | -6.1% |
| All | +18.8% | +19.1% | -0.3% | +0.2% |
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