+1,095.1%
UPRO vs BTG
+164.8%
+930.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +7.4% | -9.1% | +16.5% | +9.7% |
| 30D | -7.9% | -1.6% | -6.3% | -7.8% |
| 3M | -12.0% | -2.8% | -9.2% | -11.9% |
| 6M | -2.0% | -7.6% | +5.6% | -1.5% |
| YTD | +20.4% | +10.2% | +10.2% | +14.9% |
| 1Y | +24.5% | +21.3% | +3.3% | +16.3% |
| 3Y | +224.4% | +82.7% | +141.7% | +167.2% |
| 5Y | +97.6% | +30.8% | +66.8% | +70.9% |
| All | +1,095.1% | +164.8% | +930.2% | +951.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling