+39.2%
BP vs UPRO
+46.2%
-7.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.3% |
| 7D | +0.9% | +1.5% | -0.5% | +1.1% |
| 30D | +9.1% | -3.7% | +12.8% | +8.8% |
| 3M | +3.9% | +8.0% | -4.1% | +4.6% |
| 6M | +13.6% | +38.7% | -25.0% | +16.1% |
| YTD | +34.0% | +29.5% | +4.5% | +37.7% |
| 1Y | +39.2% | +46.1% | -6.9% | +44.1% |
| All | +39.2% | +46.2% | -7.0% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling