+139.4%
BAC vs UPRO
+240.0%
-100.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -0.4% | -0.9% | +0.5% | -0.2% |
| 3M | +16.9% | +1.9% | +15.0% | +15.4% |
| 6M | +26.6% | +33.1% | -6.5% | +13.8% |
| YTD | +15.8% | +31.8% | -16.0% | +4.3% |
| 1Y | +27.2% | +48.3% | -21.1% | +9.5% |
| All | +139.4% | +240.0% | -100.6% | +48.0% |
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