+12,127.5%
UPRO vs BBWI
+453.2%
+11,674.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.0% |
| 7D | -0.9% | -6.2% | +5.3% | +2.8% |
| 30D | -11.4% | +25.5% | -36.9% | -21.9% |
| 3M | -10.9% | +8.0% | -18.9% | -16.6% |
| 6M | -0.5% | +12.7% | -13.2% | -11.0% |
| YTD | +19.9% | +11.6% | +8.2% | +4.4% |
| 1Y | +24.2% | -0.9% | +25.1% | +11.7% |
| 3Y | +236.9% | -22.7% | +259.6% | +218.8% |
| 5Y | +96.6% | -67.2% | +163.7% | +190.2% |
| 10Y | +1,091.6% | -43.7% | +1,135.3% | +932.6% |
| All | +12,127.5% | +453.2% | +11,674.3% | +1,466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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