+35.4%
BABA vs UPRO
+226.4%
-191.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.0% | -10.7% | -5.7% |
| 7D | +3.8% | -0.9% | +4.7% | +3.4% |
| 30D | -5.4% | -11.4% | +6.1% | -2.6% |
| 3M | -17.9% | -10.9% | -7.0% | -15.8% |
| 6M | -24.1% | -0.5% | -23.5% | -24.9% |
| YTD | -27.4% | +19.9% | -47.3% | -32.3% |
| 1Y | -36.1% | +24.2% | -60.3% | -41.1% |
| 3Y | +35.4% | +236.9% | -201.6% | -13.3% |
| All | +35.4% | +226.4% | -191.0% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling