+236.9%
UPRO vs ACGL
+35.1%
+201.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.7% |
| 7D | -0.9% | -1.1% | +0.2% | -0.6% |
| 30D | -11.4% | +13.1% | -24.6% | -14.9% |
| 3M | -10.9% | +9.8% | -20.7% | -13.7% |
| 6M | -0.5% | +15.3% | -15.8% | -6.2% |
| YTD | +19.9% | +12.7% | +7.2% | +13.2% |
| 1Y | +24.2% | +20.7% | +3.5% | +12.8% |
| 3Y | +236.9% | +34.3% | +202.7% | +217.2% |
| All | +236.9% | +35.1% | +201.8% | +217.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling