+83.2%
BN vs UPRO
+240.0%
-156.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -9.5% | -0.9% | -8.6% | -9.1% |
| 3M | -10.4% | +1.9% | -12.3% | -12.0% |
| 6M | -6.4% | +33.1% | -39.5% | -20.2% |
| YTD | -11.9% | +31.8% | -43.7% | -24.6% |
| 1Y | -8.6% | +48.3% | -56.9% | -26.7% |
| All | +83.2% | +240.0% | -156.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling