+23.8%
BTDR vs UPRO
+157.9%
-134.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.6% |
| 7D | +20.0% | +0.1% | +19.9% | +20.1% |
| 30D | +11.9% | -0.9% | +12.8% | +12.6% |
| 3M | -36.9% | +1.9% | -38.9% | -36.9% |
| 6M | +56.5% | +33.1% | +23.4% | +39.8% |
| YTD | +10.4% | +31.8% | -21.4% | -0.2% |
| 1Y | +3.1% | +48.3% | -45.2% | -10.4% |
| 3Y | -2.6% | +221.5% | -224.1% | -26.2% |
| 5Y | +25.2% | +136.7% | -111.6% | -6.1% |
| All | +23.8% | +157.9% | -134.1% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling