+1,232.5%
UPRO vs BAH
+186.6%
+1,045.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -1.3% | -1.3% | 0.0% | -0.4% |
| 30D | -5.0% | -6.6% | +1.6% | -0.7% |
| 3M | +7.5% | -7.2% | +14.6% | +10.9% |
| 6M | +33.2% | -10.0% | +43.2% | +37.6% |
| YTD | +27.7% | -12.5% | +40.2% | +30.1% |
| 1Y | +43.0% | -27.9% | +70.9% | +66.5% |
| 3Y | +224.4% | -31.4% | +255.8% | +229.3% |
| 5Y | +135.9% | -3.2% | +139.1% | +60.3% |
| 10Y | +1,232.5% | +191.5% | +1,041.1% | +382.9% |
| All | +1,232.5% | +186.6% | +1,045.9% | +382.9% |
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