+308.5%
UPRO vs ABCL
-81.0%
+389.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.4% |
| 7D | +9.7% | +4.4% | +5.3% | +8.6% |
| 30D | -9.8% | -7.9% | -1.9% | -8.3% |
| 3M | -9.1% | +12.2% | -21.3% | -12.4% |
| 6M | +0.9% | +134.7% | -133.8% | -20.7% |
| YTD | +21.9% | +239.8% | -217.9% | -13.7% |
| 1Y | +19.8% | +192.7% | -172.9% | -12.3% |
| 3Y | +227.4% | +187.6% | +39.8% | +119.1% |
| 5Y | +100.1% | -22.6% | +122.7% | +61.9% |
| All | +308.5% | -81.0% | +389.4% | +252.0% |
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