+1,186.4%
UPRO vs EVRG
+113.9%
+1,072.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | -4.2% | -1.2% | -3.0% | -3.1% |
| 3M | +8.1% | -0.6% | +8.7% | +7.8% |
| 6M | +35.2% | +2.4% | +32.8% | +29.1% |
| YTD | +28.4% | +15.5% | +13.0% | +6.0% |
| 1Y | +39.3% | +16.8% | +22.4% | +12.9% |
| 3Y | +219.9% | +75.0% | +144.9% | +56.1% |
| 5Y | +142.8% | +49.3% | +93.5% | +46.6% |
| All | +1,186.4% | +113.9% | +1,072.5% | +553.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling