+301.7%
UPRO vs ABCL
-79.5%
+381.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.2% | +1.7% | +5.8% |
| 7D | -0.9% | +12.4% | -13.3% | -3.3% |
| 30D | -11.4% | -0.4% | -11.1% | -11.5% |
| 3M | -10.9% | +80.4% | -91.3% | -23.8% |
| 6M | -0.5% | +138.5% | -139.1% | -22.0% |
| YTD | +19.9% | +265.5% | -245.6% | -16.5% |
| 1Y | +24.2% | +219.7% | -195.5% | -10.8% |
| 3Y | +236.9% | +209.4% | +27.5% | +122.0% |
| 5Y | +96.6% | -15.0% | +111.6% | +56.4% |
| All | +301.7% | -79.5% | +381.2% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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