+18.8%
UPRO vs ESTC
+0.3%
+18.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.9% | +2.1% | +6.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | -11.4% | -8.1% | -3.3% | -10.1% |
| 3M | -10.9% | +20.2% | -31.1% | -13.7% |
| 6M | -0.5% | +72.7% | -73.3% | -9.2% |
| YTD | +19.9% | +19.6% | +0.2% | +14.7% |
| All | +18.8% | +0.3% | +18.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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