+235.9%
UPRO vs BB
+59.1%
+176.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.1% | -5.6% | +5.7% | +1.8% |
| 30D | -0.9% | -11.8% | +10.9% | +2.5% |
| 3M | +1.9% | -25.5% | +27.5% | +9.1% |
| 6M | +33.1% | +121.3% | -88.2% | -1.5% |
| YTD | +31.8% | +103.2% | -71.4% | +0.2% |
| 1Y | +48.3% | +102.6% | -54.4% | +11.7% |
| All | +235.9% | +59.1% | +176.8% | +131.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling