+137.1%
UPRO vs AGI
+389.6%
-252.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.8% |
| 7D | -6.0% | -5.3% | -0.7% | -4.4% |
| 30D | -5.8% | +6.8% | -12.5% | -8.0% |
| 3M | +10.8% | +8.3% | +2.5% | +7.0% |
| 6M | +31.6% | -29.2% | +60.8% | +44.7% |
| YTD | +25.4% | -7.3% | +32.6% | +24.5% |
| 1Y | +39.2% | +8.0% | +31.2% | +30.0% |
| 3Y | +218.5% | +206.6% | +12.0% | +91.9% |
| 5Y | +137.1% | +398.1% | -261.1% | +20.5% |
| All | +137.1% | +389.6% | -252.5% | +20.5% |
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