+225.6%
UPRO vs ABCL
+104.5%
+121.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -0.9% | +93.1% | -94.0% | -16.1% |
| 3M | +1.9% | +79.4% | -77.5% | -13.3% |
| 6M | +33.1% | +214.9% | -181.8% | -2.7% |
| YTD | +31.8% | +234.2% | -202.4% | -6.6% |
| 1Y | +48.3% | +174.8% | -126.5% | +8.7% |
| All | +225.6% | +104.5% | +121.1% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling