+2,108.5%
UPRO vs BURL
+987.9%
+1,120.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.9% | -10.2% | -11.5% |
| 7D | -14.4% | +3.5% | -17.9% | -15.9% |
| 30D | -18.2% | -9.3% | -9.0% | -13.7% |
| 3M | -16.4% | -32.1% | +15.7% | +3.1% |
| 6M | -2.6% | -19.8% | +17.2% | +7.3% |
| YTD | +11.1% | -13.2% | +24.3% | +16.3% |
| 1Y | +11.8% | -7.8% | +19.6% | +11.0% |
| 3Y | +209.9% | +89.3% | +120.6% | +89.8% |
| 5Y | +80.9% | -15.8% | +96.7% | +71.4% |
| 10Y | +1,134.2% | +262.2% | +872.0% | +485.7% |
| All | +2,108.5% | +987.9% | +1,120.5% | +706.7% |
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