+81.0%
BSX vs UPRO
+1,258.3%
-1,177.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | -10.1% | -2.5% | -7.5% | -9.4% |
| 30D | -16.4% | -4.2% | -12.2% | -15.4% |
| 3M | -8.9% | +8.1% | -16.9% | -11.4% |
| 6M | -38.3% | +35.2% | -73.5% | -44.3% |
| YTD | -54.9% | +28.4% | -83.4% | -58.9% |
| 1Y | -58.8% | +39.3% | -98.1% | -63.6% |
| 3Y | -21.2% | +219.9% | -241.1% | -49.3% |
| 5Y | -3.3% | +142.8% | -146.2% | -37.6% |
| All | +81.0% | +1,258.3% | -1,177.3% | -46.2% |
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