+337.7%
BHP vs UPRO
+1,102.3%
-764.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +2.5% | +9.7% | -7.2% | -0.8% |
| 30D | -5.2% | -9.8% | +4.5% | -2.2% |
| 3M | -8.7% | -9.1% | +0.4% | -6.2% |
| 6M | -6.9% | +0.9% | -7.8% | -7.8% |
| YTD | +39.0% | +21.9% | +17.1% | +28.5% |
| 1Y | +48.9% | +19.8% | +29.2% | +38.3% |
| 3Y | +55.4% | +227.4% | -172.0% | -4.1% |
| 5Y | +119.2% | +100.1% | +19.2% | +47.3% |
| All | +337.7% | +1,102.3% | -764.6% | +24.4% |
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