-33.1%
BAX vs UPRO
+1,087.5%
-1,120.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.1% | +7.4% | -7.3% | -1.7% |
| 30D | +4.1% | -7.9% | +12.0% | +5.9% |
| 3M | -4.5% | -12.0% | +7.5% | -1.9% |
| 6M | +49.2% | -2.0% | +51.2% | +48.7% |
| YTD | +35.2% | +20.4% | +14.9% | +27.9% |
| 1Y | +38.3% | +24.5% | +13.8% | +29.5% |
| 3Y | -19.0% | +224.4% | -243.4% | -42.0% |
| 5Y | -64.2% | +97.6% | -161.8% | -73.0% |
| All | -33.1% | +1,087.5% | -1,120.6% | -73.3% |
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