+81.1%
UPRO vs BIYA
-99.9%
+181.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.1% |
| 7D | -2.9% | -4.1% | +1.2% | -2.9% |
| 30D | -12.4% | -35.5% | +23.1% | -12.5% |
| 3M | -11.9% | -56.3% | +44.4% | -11.9% |
| 6M | -1.7% | -88.7% | +87.0% | -2.1% |
| YTD | +18.5% | -97.0% | +115.5% | +20.2% |
| 1Y | +17.5% | -98.7% | +116.2% | +21.6% |
| All | +81.1% | -99.9% | +181.0% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling