+401.3%
UPRO vs FROG
+59.4%
+341.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.1% |
| 7D | +7.4% | +12.5% | -5.1% | +3.6% |
| 30D | -7.9% | +23.5% | -31.4% | -15.4% |
| 3M | -12.0% | +19.4% | -31.4% | -19.1% |
| 6M | -2.0% | +77.0% | -79.0% | -22.0% |
| YTD | +20.4% | +81.9% | -61.5% | -9.5% |
| 1Y | +24.5% | +90.7% | -66.2% | -8.3% |
| 3Y | +224.4% | +328.5% | -104.2% | +59.4% |
| 5Y | +97.6% | +207.0% | -109.4% | -2.2% |
| All | +401.3% | +59.4% | +341.9% | +168.6% |
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