+1,186.4%
UPRO vs BG
+166.7%
+1,019.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +3.6% |
| 7D | -2.5% | +3.1% | -5.7% | -4.7% |
| 30D | -4.2% | +10.2% | -14.5% | -11.0% |
| 3M | +8.1% | -1.7% | +9.7% | +7.3% |
| 6M | +35.2% | +1.0% | +34.3% | +29.9% |
| YTD | +28.4% | +39.9% | -11.5% | -3.3% |
| 1Y | +39.3% | +53.2% | -14.0% | -3.8% |
| 3Y | +219.9% | +16.3% | +203.6% | +159.9% |
| 5Y | +142.8% | +83.9% | +59.0% | +30.4% |
| All | +1,186.4% | +166.7% | +1,019.7% | +354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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