+1,110.0%
UPRO vs BAH
+197.5%
+912.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +9.7% | -3.2% | +12.9% | +11.9% |
| 30D | -9.8% | +19.5% | -29.3% | -20.7% |
| 3M | -9.1% | +11.1% | -20.2% | -16.9% |
| 6M | +0.9% | +16.3% | -15.4% | -13.0% |
| YTD | +21.9% | +4.8% | +17.1% | +8.1% |
| 1Y | +19.8% | +4.9% | +14.9% | +5.3% |
| 3Y | +227.4% | -27.0% | +254.4% | +228.6% |
| 5Y | +100.1% | +5.7% | +94.3% | +31.1% |
| All | +1,110.0% | +197.5% | +912.5% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling