+1,071.1%
UPRO vs BB
+28.9%
+1,042.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.9% | +11.6% | -14.5% | -6.4% |
| 30D | -12.4% | +2.6% | -15.0% | -13.5% |
| 3M | -11.9% | +3.5% | -15.4% | -14.1% |
| 6M | -1.7% | +43.5% | -45.1% | -17.8% |
| YTD | +18.5% | +141.2% | -122.6% | -19.3% |
| 1Y | +17.5% | +97.4% | -79.9% | -14.5% |
| 3Y | +218.4% | +151.1% | +67.3% | +95.2% |
| 5Y | +99.1% | -12.8% | +111.9% | +72.4% |
| 10Y | +1,071.1% | +27.5% | +1,043.6% | +468.5% |
| All | +1,071.1% | +28.9% | +1,042.2% | +468.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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