+399.2%
UPRO vs FROG
+51.8%
+347.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.1% | -0.2% | +4.8% |
| 7D | -0.9% | +27.1% | -28.0% | -9.3% |
| 30D | -11.4% | +5.8% | -17.3% | -14.6% |
| 3M | -10.9% | +20.8% | -31.7% | -18.5% |
| 6M | -0.5% | +53.3% | -53.9% | -17.2% |
| YTD | +19.9% | +73.2% | -53.3% | -8.5% |
| 1Y | +24.2% | +80.3% | -56.1% | -6.8% |
| 3Y | +236.9% | +318.3% | -81.4% | +66.5% |
| 5Y | +96.6% | +179.9% | -83.3% | -0.4% |
| All | +399.2% | +51.8% | +347.4% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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