-19.0%
BAX vs UPRO
+226.4%
-245.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +0.1% | +7.4% | -7.3% | -2.0% |
| 30D | +4.1% | -7.9% | +12.0% | +6.1% |
| 3M | -4.5% | -12.0% | +7.5% | -1.6% |
| 6M | +49.2% | -2.0% | +51.2% | +48.5% |
| YTD | +35.2% | +20.4% | +14.9% | +26.2% |
| 1Y | +38.3% | +24.5% | +13.8% | +27.7% |
| 3Y | -19.0% | +224.4% | -243.4% | -44.5% |
| All | -19.0% | +226.4% | -245.4% | -44.5% |
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