+31.8%
BA vs UPRO
+1,093.1%
-1,061.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +1.1% | -8.7% | +9.8% | +4.8% |
| 30D | -7.9% | -16.9% | +9.0% | -0.6% |
| 3M | -25.3% | -15.3% | -10.1% | -20.3% |
| 6M | -24.6% | -5.7% | -18.9% | -23.8% |
| YTD | -20.1% | +12.1% | -32.2% | -26.2% |
| 1Y | -11.8% | +16.4% | -28.2% | -20.2% |
| 3Y | -10.1% | +210.5% | -220.7% | -52.7% |
| 5Y | -22.7% | +82.4% | -105.1% | -52.6% |
| All | +31.8% | +1,093.1% | -1,061.3% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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