+1,232.5%
UPRO vs BWA
+142.7%
+1,089.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.5% |
| 30D | -5.0% | -5.6% | +0.5% | -0.8% |
| 3M | +7.5% | -10.7% | +18.2% | +17.0% |
| 6M | +33.2% | +23.2% | +10.1% | +8.2% |
| YTD | +27.7% | +46.0% | -18.3% | -16.0% |
| 1Y | +43.0% | +51.2% | -8.1% | -9.9% |
| 3Y | +224.4% | +69.6% | +154.9% | +74.3% |
| 5Y | +135.9% | +86.6% | +49.3% | +16.2% |
| 10Y | +1,232.5% | +152.3% | +1,080.2% | +404.9% |
| All | +1,232.5% | +142.7% | +1,089.8% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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