+27.0%
BROS vs UPRO
+150.7%
-123.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -6.7% | +0.1% | -6.7% | -6.7% |
| 30D | -29.1% | -0.9% | -28.2% | -28.7% |
| 3M | -16.7% | +1.9% | -18.6% | -18.7% |
| 6M | -11.6% | +33.1% | -44.7% | -25.8% |
| YTD | -23.9% | +31.8% | -55.7% | -35.9% |
| 1Y | -34.8% | +48.3% | -83.1% | -48.8% |
| 3Y | +62.1% | +221.5% | -159.4% | -22.5% |
| All | +27.0% | +150.7% | -123.8% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling