+210.5%
UPRO vs ESI
+67.9%
+142.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.6% |
| 7D | -8.7% | -8.5% | -0.2% | -2.5% |
| 30D | -16.9% | -15.7% | -1.2% | -6.1% |
| 3M | -15.3% | -18.2% | +3.0% | -2.9% |
| 6M | -5.7% | -28.8% | +23.1% | +17.1% |
| YTD | +12.1% | +26.3% | -14.2% | -19.5% |
| 1Y | +16.4% | +18.2% | -1.8% | -11.3% |
| 3Y | +210.5% | +68.1% | +142.4% | +67.8% |
| All | +210.5% | +67.9% | +142.6% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling