+1,095.1%
UPRO vs BG
+111.0%
+984.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.3% |
| 7D | +7.4% | +2.6% | +4.8% | +5.7% |
| 30D | -7.9% | -6.7% | -1.2% | -3.9% |
| 3M | -12.0% | -9.3% | -2.7% | -7.8% |
| 6M | -2.0% | -18.3% | +16.4% | +8.8% |
| YTD | +20.4% | +16.2% | +4.2% | +1.2% |
| 1Y | +24.5% | +7.6% | +16.9% | +10.4% |
| 3Y | +224.4% | +6.6% | +217.8% | +172.7% |
| 5Y | +97.6% | +22.2% | +75.4% | +42.4% |
| All | +1,095.1% | +111.0% | +984.1% | +363.1% |
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