+65.6%
BROS vs UPRO
+230.2%
-164.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.7% |
| 7D | -0.9% | +1.5% | -2.4% | -1.7% |
| 30D | -13.5% | -3.7% | -9.7% | -11.8% |
| 3M | -18.4% | +8.0% | -26.4% | -22.4% |
| 6M | -10.6% | +38.7% | -49.2% | -25.7% |
| YTD | -25.1% | +29.5% | -54.6% | -35.6% |
| 1Y | -28.6% | +46.1% | -74.7% | -42.6% |
| 3Y | +65.6% | +229.1% | -163.5% | -12.1% |
| All | +65.6% | +230.2% | -164.6% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling