+23.4%
BA vs UPRO
+1,102.3%
-1,078.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | -0.6% | +9.7% | -10.2% | -4.9% |
| 30D | -8.0% | -9.8% | +1.8% | -4.6% |
| 3M | -25.8% | -9.1% | -16.7% | -23.4% |
| 6M | -27.6% | +0.9% | -28.5% | -29.2% |
| YTD | -21.0% | +21.9% | -42.9% | -29.8% |
| 1Y | -12.3% | +19.8% | -32.0% | -21.7% |
| 3Y | -12.8% | +227.4% | -240.1% | -55.2% |
| 5Y | -22.4% | +100.1% | -122.4% | -54.4% |
| All | +23.4% | +1,102.3% | -1,078.9% | -71.4% |
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