+99.1%
UPRO vs ACGL
+173.1%
-74.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.7% |
| 7D | -2.9% | +1.3% | -4.1% | -3.7% |
| 30D | -12.4% | +14.2% | -26.6% | -20.1% |
| 3M | -11.9% | +11.1% | -22.9% | -18.4% |
| 6M | -1.7% | +16.4% | -18.0% | -13.4% |
| YTD | +18.5% | +13.8% | +4.8% | +4.7% |
| 1Y | +17.5% | +21.6% | -4.1% | -1.8% |
| 3Y | +218.4% | +33.5% | +184.8% | +133.0% |
| 5Y | +99.1% | +174.8% | -75.7% | -44.3% |
| All | +99.1% | +173.1% | -74.0% | -44.3% |
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