+95.2%
UPRO vs BIYA
-99.8%
+194.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -1.3% | +2.7% | -4.0% | -1.3% |
| 30D | -5.0% | -16.7% | +11.6% | -5.1% |
| 3M | +7.5% | -74.6% | +82.1% | +7.2% |
| 6M | +33.2% | -85.4% | +118.6% | +33.1% |
| YTD | +27.7% | -94.2% | +121.9% | +29.5% |
| 1Y | +43.0% | -98.6% | +141.6% | +51.7% |
| All | +95.2% | -99.8% | +194.9% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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