+18.8%
UPRO vs ABCL
+199.8%
-180.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.2% | +1.7% | +6.0% |
| 7D | -0.9% | +12.4% | -13.3% | -2.8% |
| 30D | -11.4% | -0.4% | -11.1% | -11.4% |
| 3M | -10.9% | +80.4% | -91.3% | -21.2% |
| 6M | -0.5% | +138.5% | -139.1% | -19.6% |
| YTD | +19.9% | +265.5% | -245.6% | -18.4% |
| All | +18.8% | +199.8% | -180.9% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling