+233.0%
BAC vs UPRO
+1,130.0%
-897.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.5% |
| 7D | -1.9% | -3.8% | +1.9% | -0.8% |
| 30D | -7.2% | -8.9% | +1.7% | -4.3% |
| 3M | -20.4% | -7.4% | -13.0% | -18.6% |
| 6M | +1.3% | +1.6% | -0.3% | -1.1% |
| YTD | -6.4% | +23.2% | -29.6% | -16.0% |
| 1Y | -3.5% | +21.2% | -24.8% | -13.1% |
| 3Y | +96.7% | +230.8% | -134.1% | +10.9% |
| 5Y | +20.6% | +106.7% | -86.1% | -25.3% |
| 10Y | +233.0% | +1,125.0% | -892.0% | -35.0% |
| All | +233.0% | +1,130.0% | -897.0% | -35.0% |
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 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