+100.1%
UPRO vs AGI
+245.8%
-145.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | +0.3% |
| 7D | +9.7% | -7.5% | +17.2% | +12.4% |
| 30D | -9.8% | -9.9% | +0.1% | -7.1% |
| 3M | -9.1% | -14.2% | +5.1% | -5.3% |
| 6M | +0.9% | -35.2% | +36.1% | +14.5% |
| YTD | +21.9% | -25.2% | +47.1% | +28.9% |
| 1Y | +19.8% | -14.3% | +34.1% | +20.5% |
| 3Y | +227.4% | +127.7% | +99.7% | +110.1% |
| 5Y | +100.1% | +243.4% | -143.3% | +12.9% |
| All | +100.1% | +245.8% | -145.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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