+12,927.4%
UPRO vs BRO
+730.7%
+12,196.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | +1.9% |
| 7D | -1.3% | -7.6% | +6.3% | +9.6% |
| 30D | -5.0% | -6.9% | +1.8% | +3.5% |
| 3M | +7.5% | +12.8% | -5.3% | -15.0% |
| 6M | +33.2% | -5.9% | +39.1% | +30.4% |
| YTD | +27.7% | -15.9% | +43.6% | +42.2% |
| 1Y | +43.0% | -28.1% | +71.2% | +94.4% |
| 3Y | +224.4% | -7.0% | +231.4% | +169.2% |
| 5Y | +135.9% | +18.0% | +117.9% | +34.8% |
| 10Y | +1,232.5% | +293.9% | +938.6% | +42.9% |
| All | +12,927.4% | +730.7% | +12,196.7% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling