+1,125.0%
UPRO vs ACGL
+329.5%
+795.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | -3.8% | -1.4% | -2.4% | -2.5% |
| 30D | -8.9% | +12.4% | -21.2% | -20.0% |
| 3M | -7.4% | +11.1% | -18.5% | -18.4% |
| 6M | +1.6% | +16.3% | -14.8% | -17.2% |
| YTD | +23.2% | +13.8% | +9.4% | +0.7% |
| 1Y | +21.2% | +20.4% | +0.8% | -7.2% |
| 3Y | +230.8% | +33.6% | +197.2% | +106.8% |
| 5Y | +106.7% | +176.8% | -70.2% | -50.7% |
| 10Y | +1,125.0% | +324.6% | +800.4% | +121.5% |
| All | +1,125.0% | +329.5% | +795.6% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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