+2,443.3%
UPRO vs BURL
+1,021.0%
+1,422.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.7% | -2.8% | +0.4% |
| 7D | -2.6% | +10.4% | -13.0% | -8.1% |
| 30D | -4.3% | -4.9% | +0.6% | -1.9% |
| 3M | -4.3% | -29.8% | +25.5% | +15.5% |
| 6M | +14.7% | -16.5% | +31.2% | +23.2% |
| YTD | +28.0% | -10.5% | +38.6% | +31.4% |
| 1Y | +29.8% | -5.3% | +35.1% | +26.6% |
| 3Y | +256.9% | +95.1% | +161.8% | +114.3% |
| 5Y | +110.6% | -12.1% | +122.6% | +94.0% |
| 10Y | +1,321.3% | +273.2% | +1,048.2% | +561.5% |
| All | +2,443.3% | +1,021.0% | +1,422.4% | +811.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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