+135.9%
UPRO vs BG
+84.9%
+50.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -1.3% | +0.5% | -1.8% | -1.7% |
| 30D | -5.0% | +10.3% | -15.3% | -9.6% |
| 3M | +7.5% | -1.9% | +9.4% | +7.4% |
| 6M | +33.2% | +5.2% | +28.0% | +27.2% |
| YTD | +27.7% | +41.2% | -13.4% | +3.5% |
| 1Y | +43.0% | +50.5% | -7.5% | +10.4% |
| 3Y | +224.4% | +19.9% | +204.5% | +177.3% |
| 5Y | +135.9% | +86.7% | +49.2% | +33.2% |
| All | +135.9% | +84.9% | +50.9% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling