+222.2%
ACWI vs UPRO
+1,163.1%
-940.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.3% | +0.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -2.8% | -11.4% | +8.6% | +0.5% |
| 3M | -3.2% | -10.9% | +7.8% | -0.1% |
| 6M | +1.3% | -0.5% | +1.8% | +0.5% |
| YTD | +11.2% | +19.9% | -8.7% | +3.7% |
| 1Y | +13.8% | +24.2% | -10.4% | +4.7% |
| 3Y | +76.2% | +236.9% | -160.8% | +13.9% |
| 5Y | +59.5% | +96.6% | -37.1% | +12.9% |
| 10Y | +222.2% | +1,091.6% | -869.4% | +8.2% |
| All | +222.2% | +1,163.1% | -940.9% | +8.2% |
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