+15.3%
BTDR vs UPRO
+145.4%
-130.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.8% | -4.7% | -5.6% |
| 7D | -3.2% | -6.0% | +2.8% | -0.1% |
| 30D | +32.7% | -5.8% | +38.5% | +36.9% |
| 3M | -28.4% | +10.8% | -39.2% | -31.4% |
| 6M | +51.7% | +31.6% | +20.1% | +36.6% |
| YTD | +2.9% | +25.4% | -22.5% | -4.6% |
| 1Y | -15.5% | +39.2% | -54.7% | -24.2% |
| 3Y | 0.0% | +218.5% | -218.5% | -22.3% |
| 5Y | +16.5% | +137.1% | -120.6% | -10.0% |
| All | +15.3% | +145.4% | -130.1% | -10.2% |
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