-2.1%
BROS vs UPRO
+129.1%
-131.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +7.2% |
| 7D | +6.3% | +7.4% | -1.1% | +2.2% |
| 30D | -8.3% | -7.9% | -0.5% | -3.5% |
| 3M | -29.8% | -12.0% | -17.8% | -24.6% |
| 6M | -25.8% | -2.0% | -23.9% | -26.0% |
| YTD | -41.4% | +20.4% | -61.7% | -48.0% |
| 1Y | -35.2% | +24.5% | -59.7% | -43.7% |
| 3Y | +32.8% | +224.4% | -191.6% | -36.6% |
| 5Y | -42.2% | +97.6% | -139.8% | -67.6% |
| All | -2.1% | +129.1% | -131.2% | -45.4% |
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