+843.5%
BLK vs UPRO
+13,844.7%
-13,001.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | -2.7% | -1.3% | -1.4% | -2.1% |
| 30D | -4.8% | -5.0% | +0.3% | -2.7% |
| 3M | +6.5% | +7.5% | -1.0% | +2.6% |
| 6M | +13.1% | +33.2% | -20.1% | -1.1% |
| YTD | +1.8% | +27.7% | -25.9% | -9.5% |
| 1Y | -1.0% | +43.0% | -44.0% | -16.6% |
| 3Y | +66.0% | +224.4% | -158.5% | -8.1% |
| 5Y | +31.2% | +135.9% | -104.6% | -23.7% |
| 10Y | +278.5% | +1,232.5% | -954.0% | -19.6% |
| All | +843.5% | +13,844.7% | -13,001.3% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling