+136.0%
UPRO vs BLDR
+16.0%
+120.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | +1.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -3.7% | -16.2% | +12.5% | +6.0% |
| 3M | +8.0% | -14.4% | +22.4% | +15.0% |
| 6M | +38.7% | -32.8% | +71.4% | +69.4% |
| YTD | +29.5% | -39.2% | +68.7% | +64.9% |
| 1Y | +46.1% | -57.7% | +103.8% | +131.7% |
| 3Y | +229.1% | -55.3% | +284.4% | +338.7% |
| 5Y | +136.0% | +15.6% | +120.4% | +25.5% |
| All | +136.0% | +16.0% | +120.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 5y: compounded portfolio wealth divided by compounded BLDR 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…
5y analysis · Full analysis span regression · 6 months rolling