+226.7%
ACWI vs UPRO
+1,173.4%
-946.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +0.9% | -0.9% | +1.8% | +1.1% |
| 3M | +2.4% | +1.9% | +0.5% | +1.4% |
| 6M | +12.4% | +33.1% | -20.7% | +2.1% |
| YTD | +15.2% | +31.8% | -16.6% | +4.7% |
| 1Y | +22.7% | +48.3% | -25.6% | +7.2% |
| 3Y | +75.8% | +221.5% | -145.7% | +15.3% |
| 5Y | +67.7% | +136.7% | -69.0% | +12.3% |
| All | +226.7% | +1,173.4% | -946.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 10y: compounded portfolio wealth divided by compounded UPRO 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…
10y analysis · Full analysis span regression · 6 months rolling