+27.0%
BROS vs UPRO
+210.8%
-183.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.7% |
| 7D | -21.2% | -8.7% | -12.5% | -16.6% |
| 30D | -11.6% | -16.9% | +5.3% | -2.3% |
| 3M | -36.7% | -15.3% | -21.4% | -30.9% |
| 6M | -42.8% | -5.7% | -37.1% | -41.7% |
| YTD | -44.8% | +12.1% | -56.9% | -48.8% |
| 1Y | -36.5% | +16.4% | -53.0% | -42.4% |
| 3Y | +27.0% | +210.5% | -183.6% | -26.8% |
| All | +27.0% | +210.8% | -183.9% | -26.8% |
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 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