+477.8%
BHP vs UPRO
+1,226.0%
-748.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -4.7% |
| 7D | -3.7% | -6.0% | +2.3% | -1.6% |
| 30D | -0.8% | -5.8% | +4.9% | +1.1% |
| 3M | +7.6% | +10.8% | -3.2% | +3.5% |
| 6M | +20.8% | +31.6% | -10.8% | +9.5% |
| YTD | +50.8% | +25.4% | +25.4% | +38.7% |
| 1Y | +70.9% | +39.2% | +31.7% | +51.1% |
| 3Y | +78.0% | +218.5% | -140.5% | +10.8% |
| 5Y | +113.1% | +137.1% | -24.0% | +34.1% |
| All | +477.8% | +1,226.0% | -748.2% | +38.9% |
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