+81.9%
UPRO vs BAH
+8.3%
+73.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +2.4% |
| 7D | -8.7% | -3.5% | -5.1% | -7.7% |
| 30D | -16.9% | +24.3% | -41.2% | -23.5% |
| 3M | -15.3% | +16.3% | -31.6% | -20.4% |
| 6M | -5.7% | +13.6% | -19.3% | -11.5% |
| YTD | +12.1% | +3.5% | +8.6% | +6.8% |
| 1Y | +16.4% | +2.7% | +13.7% | +10.9% |
| 3Y | +210.5% | -26.6% | +237.1% | +208.8% |
| All | +81.9% | +8.3% | +73.6% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling