+391.8%
BAC vs UPRO
+1,152.9%
-761.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | +1.2% | +1.5% | -0.3% | +0.6% |
| 30D | -0.7% | -3.7% | +3.0% | +0.6% |
| 3M | +16.9% | +8.0% | +8.9% | +12.6% |
| 6M | +29.6% | +38.7% | -9.1% | +12.0% |
| YTD | +15.3% | +29.5% | -14.3% | +2.0% |
| 1Y | +28.8% | +46.1% | -17.3% | +8.0% |
| 3Y | +136.4% | +229.1% | -92.7% | +33.9% |
| 5Y | +72.9% | +136.0% | -63.1% | +1.6% |
| 10Y | +391.8% | +1,155.3% | -763.5% | +4.3% |
| All | +391.8% | +1,152.9% | -761.2% | +4.3% |
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 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