+56.7%
BDX vs UPRO
+1,258.3%
-1,201.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | -3.2% | -2.5% | -0.6% | -2.7% |
| 30D | -2.5% | -4.2% | +1.7% | -1.8% |
| 3M | +21.4% | +8.1% | +13.4% | +19.2% |
| 6M | +10.4% | +35.2% | -24.8% | +3.2% |
| YTD | +18.8% | +28.4% | -9.6% | +12.0% |
| 1Y | +21.7% | +39.3% | -17.6% | +12.5% |
| 3Y | -10.0% | +219.9% | -229.8% | -32.3% |
| 5Y | -1.8% | +142.8% | -144.6% | -26.7% |
| All | +56.7% | +1,258.3% | -1,201.6% | -33.7% |
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