+12,463.5%
UPRO vs EVRG
+809.5%
+11,654.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | -3.8% | +2.5% | -6.2% | -6.9% |
| 30D | -8.9% | +8.4% | -17.2% | -18.2% |
| 3M | -7.4% | +8.6% | -16.0% | -17.3% |
| 6M | +1.6% | +7.7% | -6.1% | -9.7% |
| YTD | +23.2% | +25.0% | -1.8% | -10.8% |
| 1Y | +21.2% | +18.7% | +2.5% | -6.5% |
| 3Y | +230.8% | +102.1% | +128.7% | +22.0% |
| 5Y | +106.7% | +66.8% | +39.8% | -0.4% |
| 10Y | +1,125.0% | +123.5% | +1,001.5% | +310.3% |
| All | +12,463.5% | +809.5% | +11,654.0% | +175.7% |
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