+216.7%
ACWI vs UPRO
+1,093.1%
-876.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -2.4% | -8.7% | +6.3% | +0.2% |
| 30D | -5.2% | -16.9% | +11.7% | +0.1% |
| 3M | -4.8% | -15.3% | +10.4% | -0.3% |
| 6M | -1.3% | -5.7% | +4.4% | -0.4% |
| YTD | +8.4% | +12.1% | -3.7% | +3.2% |
| 1Y | +11.0% | +16.4% | -5.4% | +4.3% |
| 3Y | +70.6% | +210.5% | -140.0% | +13.1% |
| 5Y | +55.3% | +82.4% | -27.1% | +12.6% |
| All | +216.7% | +1,093.1% | -876.3% | +8.8% |
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