+81.9%
UPRO vs ACGL
+159.2%
-77.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +2.8% |
| 7D | -8.7% | +0.9% | -9.6% | -9.3% |
| 30D | -16.9% | +13.7% | -30.6% | -24.1% |
| 3M | -15.3% | +8.0% | -23.3% | -20.1% |
| 6M | -5.7% | +13.3% | -19.0% | -15.4% |
| YTD | +12.1% | +11.8% | +0.2% | +0.1% |
| 1Y | +16.4% | +22.2% | -5.8% | -3.5% |
| 3Y | +210.5% | +32.5% | +178.1% | +127.5% |
| All | +81.9% | +159.2% | -77.4% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling