-33.9%
BAX vs UPRO
+1,163.1%
-1,197.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.0% | -4.6% | +0.7% |
| 7D | +9.0% | -0.9% | +9.9% | +9.1% |
| 30D | +8.5% | -11.4% | +19.9% | +11.4% |
| 3M | -4.1% | -10.9% | +6.8% | -1.8% |
| 6M | +46.9% | -0.5% | +47.5% | +45.9% |
| YTD | +38.4% | +19.9% | +18.5% | +31.1% |
| 1Y | +47.0% | +24.2% | +22.8% | +37.7% |
| 3Y | -14.9% | +236.9% | -251.9% | -39.6% |
| 5Y | -62.5% | +96.6% | -159.1% | -71.7% |
| 10Y | -33.9% | +1,091.6% | -1,125.5% | -74.2% |
| All | -33.9% | +1,163.1% | -1,197.0% | -74.2% |
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