+48.5%
BTDR vs UPRO
+226.4%
-177.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.4% | -7.2% |
| 7D | -6.9% | +7.4% | -14.3% | -13.6% |
| 30D | -31.5% | -7.9% | -23.7% | -23.1% |
| 3M | -36.1% | -12.0% | -24.1% | -24.0% |
| 6M | -57.6% | -2.0% | -55.7% | -54.7% |
| YTD | -50.0% | +20.4% | -70.4% | -56.1% |
| 1Y | -49.6% | +24.5% | -74.1% | -57.3% |
| 3Y | +48.5% | +224.4% | -175.8% | -78.5% |
| All | +48.5% | +226.4% | -177.8% | -78.5% |
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