+71.3%
UPRO vs BIYA
-99.9%
+171.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -8.7% | -10.5% | +1.8% | -8.7% |
| 30D | -16.9% | -51.7% | +34.8% | -17.0% |
| 3M | -15.3% | -60.8% | +45.5% | -15.3% |
| 6M | -5.7% | -90.6% | +84.9% | -6.1% |
| YTD | +12.1% | -97.1% | +109.2% | +13.7% |
| 1Y | +16.4% | -99.1% | +115.5% | +21.3% |
| All | +71.3% | -99.9% | +171.1% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling