+2,260.3%
UPRO vs ESI
+224.6%
+2,035.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -3.3% |
| 7D | +0.1% | +3.3% | -3.3% | -2.3% |
| 30D | -0.9% | -5.9% | +5.0% | +3.0% |
| 3M | +1.9% | -14.1% | +16.0% | +11.3% |
| 6M | +33.1% | +6.6% | +26.5% | +22.1% |
| YTD | +31.8% | +45.0% | -13.2% | -4.5% |
| 1Y | +48.3% | +41.5% | +6.8% | +9.0% |
| 3Y | +221.5% | +78.8% | +142.7% | +102.8% |
| 5Y | +136.7% | +70.9% | +65.9% | +63.5% |
| 10Y | +1,179.2% | +317.1% | +862.1% | +454.6% |
| All | +2,260.3% | +224.6% | +2,035.6% | +1,169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling