+231.9%
UPRO vs EVRG
+103.1%
+128.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | -3.8% | +2.5% | -6.2% | -4.5% |
| 30D | -8.9% | +8.4% | -17.2% | -11.3% |
| 3M | -7.4% | +8.6% | -16.0% | -10.1% |
| 6M | +1.6% | +7.7% | -6.1% | -1.4% |
| YTD | +23.2% | +25.0% | -1.8% | +10.7% |
| 1Y | +21.2% | +18.7% | +2.5% | +12.0% |
| All | +231.9% | +103.1% | +128.8% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling