+1,091.6%
UPRO vs BAH
+218.8%
+872.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.4% | +5.9% |
| 7D | -0.9% | -1.5% | +0.6% | -0.1% |
| 30D | -11.4% | +17.3% | -28.7% | -21.1% |
| 3M | -10.9% | +14.9% | -25.8% | -20.4% |
| 6M | -0.5% | +14.2% | -14.8% | -13.1% |
| YTD | +19.9% | +5.1% | +14.7% | +6.1% |
| 1Y | +24.2% | +2.1% | +22.1% | +11.6% |
| 3Y | +236.9% | -26.0% | +262.9% | +233.9% |
| 5Y | +96.6% | +9.0% | +87.6% | +24.9% |
| 10Y | +1,091.6% | +208.8% | +882.8% | +305.5% |
| All | +1,091.6% | +218.8% | +872.8% | +305.5% |
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