+24.5%
UPRO vs BG
+8.3%
+16.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.1% |
| 7D | +7.4% | +2.6% | +4.8% | +7.6% |
| 30D | -7.9% | -6.7% | -1.2% | -8.5% |
| 3M | -12.0% | -9.3% | -2.7% | -12.8% |
| 6M | -2.0% | -18.3% | +16.4% | -3.0% |
| YTD | +20.4% | +16.2% | +4.2% | +17.5% |
| 1Y | +24.5% | +7.6% | +16.9% | +22.5% |
| All | +24.5% | +8.3% | +16.2% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling