+141.2%
UPRO vs BTG
+78.0%
+63.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.3% |
| 7D | -2.5% | -3.8% | +1.2% | -1.4% |
| 30D | -4.2% | +3.6% | -7.9% | -5.5% |
| 3M | +8.1% | +32.0% | -24.0% | -2.2% |
| 6M | +35.2% | +3.4% | +31.9% | +31.1% |
| YTD | +28.4% | +20.8% | +7.7% | +16.7% |
| 1Y | +39.3% | +22.4% | +16.8% | +23.8% |
| 3Y | +219.9% | +91.7% | +128.2% | +127.9% |
| All | +141.2% | +78.0% | +63.2% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling