+236.9%
UPRO vs UEC
+37.5%
+199.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.1% | -3.2% | +4.4% |
| 7D | -0.9% | +1.5% | -2.3% | -1.2% |
| 30D | -11.4% | -17.1% | +5.6% | -7.5% |
| 3M | -10.9% | -32.3% | +21.4% | -3.0% |
| 6M | -0.5% | -49.7% | +49.2% | +14.5% |
| YTD | +19.9% | -34.8% | +54.6% | +27.0% |
| 1Y | +24.2% | -37.5% | +61.7% | +32.0% |
| 3Y | +236.9% | +37.1% | +199.9% | +168.0% |
| All | +236.9% | +37.5% | +199.4% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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