+62.0%
UPRO vs ADVB
-97.6%
+159.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -9.5% | -3.6% | -13.0% |
| 7D | -14.4% | -28.0% | +13.6% | -13.9% |
| 30D | -18.2% | -70.2% | +52.0% | -17.0% |
| 3M | -16.4% | -76.1% | +59.7% | -15.0% |
| 6M | -2.6% | -72.3% | +69.7% | -3.3% |
| YTD | +11.1% | -67.5% | +78.6% | +8.1% |
| 1Y | +11.8% | -78.6% | +90.3% | +12.1% |
| All | +62.0% | -97.6% | +159.6% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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