+1,580.2%
BE vs UPRO
+240.0%
+1,340.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +8.3% |
| 7D | +20.0% | +0.1% | +19.9% | +19.9% |
| 30D | +7.9% | -0.9% | +8.8% | +8.7% |
| 3M | -13.2% | +1.9% | -15.1% | -13.1% |
| 6M | +53.5% | +33.1% | +20.3% | +27.4% |
| YTD | +191.0% | +31.8% | +159.2% | +144.0% |
| 1Y | +360.5% | +48.3% | +312.2% | +268.0% |
| All | +1,580.2% | +240.0% | +1,340.2% | +560.0% |
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