+141.2%
UPRO vs BRO
+17.6%
+123.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.6% |
| 7D | -2.5% | -7.3% | +4.8% | +3.4% |
| 30D | -4.2% | -6.9% | +2.6% | +0.9% |
| 3M | +8.1% | +10.7% | -2.6% | -4.5% |
| 6M | +35.2% | -2.7% | +37.9% | +32.1% |
| YTD | +28.4% | -16.3% | +44.8% | +43.3% |
| 1Y | +39.3% | -29.1% | +68.3% | +82.8% |
| 3Y | +219.9% | -7.8% | +227.7% | +181.9% |
| All | +141.2% | +17.6% | +123.6% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling