-37.1%
BAX vs UPRO
+1,152.9%
-1,190.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.3% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -9.7% | -3.7% | -6.0% | -8.9% |
| 3M | +29.3% | +8.0% | +21.3% | +26.4% |
| 6M | +40.7% | +38.7% | +2.0% | +29.0% |
| YTD | +30.3% | +29.5% | +0.7% | +21.5% |
| 1Y | +3.4% | +46.1% | -42.7% | -6.6% |
| 3Y | -32.0% | +229.1% | -261.1% | -51.5% |
| 5Y | -66.9% | +136.0% | -202.9% | -76.1% |
| 10Y | -37.1% | +1,155.3% | -1,192.3% | -75.4% |
| All | -37.1% | +1,152.9% | -1,190.0% | -75.4% |
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