+60.1%
BMY vs UPRO
+1,087.5%
-1,027.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +2.1% | +7.4% | -5.3% | +0.8% |
| 30D | +7.0% | -7.9% | +14.9% | +8.1% |
| 3M | -0.9% | -12.0% | +11.1% | +0.8% |
| 6M | +14.9% | -2.0% | +16.9% | +14.3% |
| YTD | +22.8% | +20.4% | +2.4% | +17.5% |
| 1Y | +36.2% | +24.5% | +11.7% | +29.5% |
| 3Y | +45.7% | +224.4% | -178.7% | +12.7% |
| 5Y | +31.3% | +97.6% | -66.3% | +5.4% |
| All | +60.1% | +1,087.5% | -1,027.4% | -21.0% |
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 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