+137.1%
UPRO vs BR
+7.7%
+129.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -6.0% | -6.0% | 0.0% | +0.3% |
| 30D | -5.8% | -0.9% | -4.9% | -5.4% |
| 3M | +10.8% | +16.4% | -5.6% | -9.3% |
| 6M | +31.6% | -8.2% | +39.8% | +41.2% |
| YTD | +25.4% | -23.2% | +48.6% | +66.3% |
| 1Y | +39.2% | -30.9% | +70.2% | +112.8% |
| 3Y | +218.5% | -5.0% | +223.5% | +202.2% |
| 5Y | +137.1% | +8.8% | +128.3% | +65.3% |
| All | +137.1% | +7.7% | +129.4% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling