+136.0%
UPRO vs BWA
+88.6%
+47.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.3% |
| 7D | +1.5% | +4.3% | -2.8% | -1.8% |
| 30D | -3.7% | -2.9% | -0.8% | -2.0% |
| 3M | +8.0% | -12.4% | +20.4% | +18.3% |
| 6M | +38.7% | +28.6% | +10.1% | +11.5% |
| YTD | +29.5% | +48.2% | -18.7% | -12.6% |
| 1Y | +46.1% | +50.9% | -4.8% | -4.0% |
| 3Y | +229.1% | +72.2% | +156.9% | +82.0% |
| 5Y | +136.0% | +91.1% | +44.9% | +8.5% |
| All | +136.0% | +88.6% | +47.4% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling