+6,511.3%
UPRO vs BAH
+886.2%
+5,625.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.2% |
| 7D | +0.1% | -3.2% | +3.3% | +2.3% |
| 30D | -0.9% | +2.0% | -2.9% | -2.6% |
| 3M | +1.9% | -7.6% | +9.6% | +5.4% |
| 6M | +33.1% | -5.7% | +38.8% | +32.4% |
| YTD | +31.8% | -11.7% | +43.5% | +33.6% |
| 1Y | +48.3% | -27.4% | +75.6% | +70.6% |
| 3Y | +221.5% | -32.5% | +254.0% | +245.7% |
| 5Y | +136.7% | -3.3% | +140.1% | +83.4% |
| 10Y | +1,179.2% | +186.0% | +993.2% | +396.8% |
| All | +6,511.3% | +886.2% | +5,625.1% | +870.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling