+12,333.2%
UPRO vs BG
+150.0%
+12,183.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +9.7% | +1.5% | +8.2% | +8.6% |
| 30D | -9.8% | -7.0% | -2.7% | -5.0% |
| 3M | -9.1% | -10.0% | +0.9% | -3.6% |
| 6M | +0.9% | -19.8% | +20.7% | +14.8% |
| YTD | +21.9% | +14.3% | +7.6% | +2.0% |
| 1Y | +19.8% | +6.5% | +13.3% | +5.7% |
| 3Y | +227.4% | +4.4% | +223.0% | +174.1% |
| 5Y | +100.1% | +20.2% | +79.9% | +41.9% |
| 10Y | +1,112.3% | +108.5% | +1,003.8% | +376.0% |
| All | +12,333.2% | +150.0% | +12,183.2% | +3,678.0% |
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