+289.2%
BN vs UPRO
+1,064.0%
-774.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +4.3% | -2.9% | +7.2% | +5.2% |
| 30D | +14.3% | -12.4% | +26.7% | +20.1% |
| 3M | -4.1% | -11.9% | +7.8% | +0.4% |
| 6M | -9.7% | -1.7% | -8.0% | -10.3% |
| YTD | -7.1% | +18.5% | -25.7% | -15.2% |
| 1Y | -7.4% | +17.5% | -24.9% | -15.2% |
| 3Y | +102.3% | +218.4% | -116.0% | +18.6% |
| 5Y | +35.9% | +99.1% | -63.2% | -11.1% |
| 10Y | +289.2% | +1,071.1% | -781.9% | +6.3% |
| All | +289.2% | +1,064.0% | -774.8% | +6.3% |
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 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