+275.6%
UPRO vs ABCL
-80.5%
+356.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | -0.6% |
| 7D | -8.7% | -3.2% | -5.5% | -8.1% |
| 30D | -16.9% | -7.4% | -9.5% | -15.7% |
| 3M | -15.3% | +81.9% | -97.2% | -27.7% |
| 6M | -5.7% | +135.7% | -141.4% | -26.0% |
| YTD | +12.1% | +247.4% | -235.3% | -21.0% |
| 1Y | +16.4% | +162.3% | -145.8% | -12.8% |
| 3Y | +210.5% | +165.5% | +45.1% | +111.6% |
| 5Y | +82.4% | -21.3% | +103.7% | +46.9% |
| All | +275.6% | -80.5% | +356.1% | +222.1% |
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