-26.4%
BA vs UPRO
+95.9%
-122.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -1.1% | +7.4% | -8.5% | -3.9% |
| 30D | -7.1% | -7.9% | +0.8% | -4.9% |
| 3M | -25.5% | -12.0% | -13.5% | -22.5% |
| 6M | -28.7% | -2.0% | -26.8% | -29.2% |
| YTD | -21.0% | +20.4% | -41.4% | -28.0% |
| 1Y | -11.9% | +24.5% | -36.4% | -20.8% |
| 3Y | -16.2% | +224.4% | -240.5% | -51.2% |
| All | -26.4% | +95.9% | -122.3% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling