+468.7%
BTSG vs UPRO
+161.9%
+306.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.6% |
| 7D | +5.7% | +1.5% | +4.3% | +5.2% |
| 30D | +0.2% | -3.7% | +3.9% | +1.5% |
| 3M | +5.6% | +8.0% | -2.3% | +2.1% |
| 6M | +50.8% | +38.7% | +12.1% | +32.1% |
| YTD | +67.0% | +29.5% | +37.5% | +49.9% |
| 1Y | +145.5% | +46.1% | +99.4% | +111.1% |
| All | +468.7% | +161.9% | +306.8% | +320.6% |
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