+29.8%
UPRO vs BRO
-3.6%
+33.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.4% | +5.7% |
| 7D | -2.6% | +12.4% | -15.0% | -0.2% |
| 30D | -4.3% | +21.6% | -25.9% | -0.6% |
| 3M | -4.3% | +4.3% | -8.6% | -3.1% |
| 6M | +14.7% | +29.2% | -14.5% | +20.3% |
| YTD | +28.0% | -6.4% | +34.4% | +33.0% |
| 1Y | +29.8% | -5.3% | +35.1% | +35.1% |
| All | +29.8% | -3.6% | +33.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling