+275.1%
BLK vs UPRO
+1,258.3%
-983.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.6% |
| 7D | -3.3% | -2.5% | -0.8% | -2.3% |
| 30D | -6.5% | -4.2% | -2.3% | -4.9% |
| 3M | +6.7% | +8.1% | -1.3% | +3.0% |
| 6M | +14.7% | +35.2% | -20.5% | +0.4% |
| YTD | +2.5% | +28.4% | -25.9% | -8.5% |
| 1Y | -2.8% | +39.3% | -42.0% | -16.5% |
| 3Y | +65.9% | +219.9% | -154.0% | -4.7% |
| 5Y | +33.0% | +142.8% | -109.9% | -21.3% |
| All | +275.1% | +1,258.3% | -983.2% | -11.7% |
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