+11,991.0%
UPRO vs BWA
+342.9%
+11,648.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | +0.6% |
| 7D | -2.9% | -2.4% | -0.4% | -0.4% |
| 30D | -12.4% | -17.7% | +5.3% | +4.6% |
| 3M | -11.9% | -27.0% | +15.1% | +15.9% |
| 6M | -1.7% | -17.3% | +15.7% | +13.3% |
| YTD | +18.5% | +12.9% | +5.7% | -3.7% |
| 1Y | +17.5% | +12.9% | +4.6% | -4.9% |
| 3Y | +218.4% | +62.1% | +156.3% | +75.8% |
| 5Y | +99.1% | +30.7% | +68.4% | +35.0% |
| 10Y | +1,071.1% | +89.2% | +981.9% | +431.3% |
| All | +11,991.0% | +342.9% | +11,648.0% | +2,502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling