+13,342.5%
UPRO vs BG
+196.8%
+13,145.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.3% |
| 7D | +0.1% | +2.8% | -2.7% | -2.3% |
| 30D | -0.9% | +12.0% | -12.9% | -9.9% |
| 3M | +1.9% | -7.7% | +9.6% | +6.2% |
| 6M | +33.1% | +4.5% | +28.6% | +23.3% |
| YTD | +31.8% | +35.7% | -3.9% | -1.8% |
| 1Y | +48.3% | +50.1% | -1.8% | -0.7% |
| 3Y | +221.5% | +12.6% | +208.9% | +158.8% |
| 5Y | +136.7% | +75.4% | +61.3% | +23.8% |
| 10Y | +1,179.2% | +150.5% | +1,028.7% | +336.3% |
| All | +13,342.5% | +196.8% | +13,145.7% | +3,534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling