+39.2%
UPRO vs EVRG
+18.2%
+21.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -6.0% | -0.7% | -5.3% | -6.0% |
| 30D | -5.8% | 0.0% | -5.8% | -5.8% |
| 3M | +10.8% | -1.0% | +11.8% | +10.6% |
| 6M | +31.6% | +1.0% | +30.6% | +31.5% |
| YTD | +25.4% | +15.1% | +10.3% | +22.1% |
| 1Y | +39.2% | +17.6% | +21.7% | +38.4% |
| All | +39.2% | +18.2% | +21.0% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling