-16.5%
BSX vs UPRO
+230.2%
-246.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.7% | -4.2% | -5.6% |
| 7D | -6.4% | +1.5% | -7.9% | -6.7% |
| 30D | -8.8% | -3.7% | -5.1% | -8.1% |
| 3M | -7.6% | +8.0% | -15.6% | -9.3% |
| 6M | -37.0% | +38.7% | -75.6% | -41.4% |
| YTD | -52.8% | +29.5% | -82.4% | -55.7% |
| 1Y | -58.4% | +46.1% | -104.5% | -62.2% |
| 3Y | -16.5% | +229.1% | -245.6% | -38.7% |
| All | -16.5% | +230.2% | -246.7% | -38.7% |
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