+225.2%
ACWI vs UPRO
+1,087.5%
-862.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.1% |
| 7D | +2.4% | +7.4% | -5.0% | +0.1% |
| 30D | -1.7% | -7.9% | +6.2% | +0.5% |
| 3M | -3.9% | -12.0% | +8.1% | -0.6% |
| 6M | +0.8% | -2.0% | +2.8% | +0.5% |
| YTD | +11.0% | +20.4% | -9.3% | +3.4% |
| 1Y | +13.1% | +24.5% | -11.4% | +4.0% |
| 3Y | +73.9% | +224.4% | -150.5% | +13.7% |
| 5Y | +59.0% | +97.6% | -38.6% | +12.4% |
| All | +225.2% | +1,087.5% | -862.2% | +9.4% |
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