+22.6%
BAC vs UPRO
+95.9%
-73.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +3.2% | +7.4% | -4.2% | +0.8% |
| 30D | -0.7% | -7.9% | +7.2% | +1.5% |
| 3M | -20.0% | -12.0% | -8.0% | -17.1% |
| 6M | +3.4% | -2.0% | +5.4% | +2.7% |
| YTD | -5.7% | +20.4% | -26.1% | -13.2% |
| 1Y | -1.4% | +24.5% | -25.9% | -10.3% |
| 3Y | +97.9% | +224.4% | -126.5% | +25.0% |
| All | +22.6% | +95.9% | -73.3% | -16.6% |
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