+19.8%
UPRO vs BAH
+2.3%
+17.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +9.7% | -3.2% | +12.9% | +9.7% |
| 30D | -9.8% | +19.5% | -29.3% | -10.5% |
| 3M | -9.1% | +11.1% | -20.2% | -9.5% |
| 6M | +0.9% | +16.3% | -15.4% | +0.7% |
| YTD | +21.9% | +4.8% | +17.1% | +20.5% |
| 1Y | +19.8% | +4.9% | +14.9% | +17.4% |
| All | +19.8% | +2.3% | +17.5% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling