+246.5%
BBY vs UPRO
+1,258.3%
-1,011.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.6% | +2.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.6% |
| 30D | +9.4% | -4.2% | +13.6% | +11.1% |
| 3M | +19.3% | +8.1% | +11.3% | +15.1% |
| 6M | +47.9% | +35.2% | +12.7% | +29.5% |
| YTD | +39.6% | +28.4% | +11.1% | +24.1% |
| 1Y | +22.2% | +39.3% | -17.1% | +5.0% |
| 3Y | +45.0% | +219.9% | -174.9% | -14.0% |
| 5Y | +2.6% | +142.8% | -140.3% | -37.8% |
| All | +246.5% | +1,258.3% | -1,011.8% | -9.6% |
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 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