+64.6%
BMY vs UPRO
+1,162.5%
-1,098.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | -0.7% | -5.0% | +4.4% | +0.2% |
| 3M | +15.3% | +7.5% | +7.8% | +13.6% |
| 6M | +8.5% | +33.2% | -24.7% | +2.7% |
| YTD | +23.4% | +27.7% | -4.3% | +17.4% |
| 1Y | +42.9% | +43.0% | -0.1% | +33.0% |
| 3Y | +22.0% | +224.4% | -202.5% | -5.5% |
| 5Y | +24.3% | +135.9% | -111.5% | -3.6% |
| 10Y | +64.6% | +1,232.5% | -1,167.9% | -26.2% |
| All | +64.6% | +1,162.5% | -1,098.0% | -26.2% |
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