+18.0%
BAC vs UPRO
+81.0%
-63.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.2% | -8.7% | +7.5% | +1.5% |
| 30D | -7.7% | -16.9% | +9.2% | -2.3% |
| 3M | -21.2% | -15.3% | -5.9% | -17.3% |
| 6M | -6.8% | -5.7% | -1.1% | -6.3% |
| YTD | -8.7% | +12.1% | -20.8% | -13.8% |
| 1Y | -5.3% | +16.4% | -21.7% | -11.9% |
| 3Y | +87.4% | +210.5% | -123.1% | +20.2% |
| All | +18.0% | +81.0% | -63.0% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling