+218.1%
UPRO vs BR
-5.1%
+223.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -1.3% | -5.0% | +3.7% | +2.1% |
| 30D | -5.0% | -2.5% | -2.6% | -3.6% |
| 3M | +7.5% | +13.5% | -6.0% | -3.0% |
| 6M | +33.2% | -9.4% | +42.6% | +45.5% |
| YTD | +27.7% | -23.3% | +51.0% | +65.1% |
| 1Y | +43.0% | -31.6% | +74.6% | +111.9% |
| All | +218.1% | -5.1% | +223.2% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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