+127.0%
BP vs UPRO
+1,064.0%
-937.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -6.3% | -2.9% | -3.4% | -6.0% |
| 30D | -3.6% | -12.4% | +8.8% | -0.8% |
| 3M | +5.2% | -11.9% | +17.1% | +7.8% |
| 6M | +5.3% | -1.7% | +7.0% | +3.7% |
| YTD | +33.1% | +18.5% | +14.6% | +22.8% |
| 1Y | +26.3% | +17.5% | +8.8% | +16.5% |
| 3Y | +47.5% | +218.4% | -170.9% | -4.7% |
| 5Y | +106.2% | +99.1% | +7.0% | +41.3% |
| 10Y | +127.0% | +1,071.1% | -944.1% | -22.4% |
| All | +127.0% | +1,064.0% | -937.0% | -22.4% |
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