+13,342.5%
UPRO vs EVRG
+739.5%
+12,603.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +0.1% | +1.1% | -1.0% | -1.3% |
| 30D | -0.9% | -1.0% | +0.1% | +0.1% |
| 3M | +1.9% | +0.4% | +1.5% | 0.0% |
| 6M | +33.1% | -0.8% | +34.0% | +31.4% |
| YTD | +31.8% | +15.3% | +16.4% | +6.3% |
| 1Y | +48.3% | +17.9% | +30.4% | +15.5% |
| 3Y | +221.5% | +71.9% | +149.5% | +46.4% |
| 5Y | +136.7% | +45.3% | +91.5% | +37.0% |
| 10Y | +1,179.2% | +113.1% | +1,066.1% | +353.7% |
| All | +13,342.5% | +739.5% | +12,603.0% | +228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling