+34.5%
BABA vs UPRO
+208.2%
-173.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.2% | +15.8% | +6.4% |
| 7D | +8.6% | -14.4% | +23.0% | +13.0% |
| 30D | -1.1% | -18.2% | +17.2% | +4.4% |
| 3M | -15.9% | -16.4% | +0.5% | -12.0% |
| 6M | -17.5% | -2.6% | -14.9% | -17.8% |
| YTD | -25.6% | +11.1% | -36.7% | -29.0% |
| 1Y | -33.8% | +11.8% | -45.6% | -37.1% |
| All | +34.5% | +208.2% | -173.7% | -12.0% |
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