-20.9%
BAX vs UPRO
+210.8%
-231.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +12.1% | -8.7% | +20.8% | +14.8% |
| 30D | +7.6% | -16.9% | +24.5% | +13.0% |
| 3M | -4.5% | -15.3% | +10.8% | -0.4% |
| 6M | +52.0% | -5.7% | +57.7% | +52.9% |
| YTD | +35.1% | +12.1% | +23.1% | +28.8% |
| 1Y | +43.7% | +16.4% | +27.3% | +35.3% |
| 3Y | -20.9% | +210.5% | -231.5% | -45.6% |
| All | -20.9% | +210.8% | -231.8% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling