-17.4%
BSX vs UPRO
+226.4%
-243.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | +3.7% | +7.4% | -3.7% | +2.3% |
| 30D | +3.1% | -7.9% | +11.0% | +4.4% |
| 3M | -14.2% | -12.0% | -2.2% | -12.5% |
| 6M | -16.4% | -2.0% | -14.5% | -16.9% |
| YTD | -53.5% | +20.4% | -73.9% | -55.9% |
| 1Y | -57.8% | +24.5% | -82.3% | -60.3% |
| 3Y | -17.4% | +224.4% | -241.8% | -36.3% |
| All | -17.4% | +226.4% | -243.8% | -36.3% |
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