+463.5%
BTSG vs UPRO
+158.2%
+305.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | +2.9% | -1.3% | +4.2% | +3.4% |
| 30D | +0.9% | -5.0% | +5.9% | +2.7% |
| 3M | +1.6% | +7.5% | -5.9% | -1.6% |
| 6M | +46.8% | +33.2% | +13.6% | +30.5% |
| YTD | +65.5% | +27.7% | +37.8% | +49.3% |
| 1Y | +136.2% | +43.0% | +93.2% | +104.6% |
| All | +463.5% | +158.2% | +305.3% | +319.0% |
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