+625.7%
BX vs UPRO
+1,102.3%
-476.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | -1.1% | +9.7% | -10.7% | -5.4% |
| 30D | +8.8% | -9.8% | +18.6% | +13.4% |
| 3M | -18.3% | -9.1% | -9.2% | -15.1% |
| 6M | -1.5% | +0.9% | -2.4% | -3.3% |
| YTD | -19.9% | +21.9% | -41.8% | -28.5% |
| 1Y | -14.5% | +19.8% | -34.3% | -23.3% |
| 3Y | +32.3% | +227.4% | -195.1% | -29.3% |
| 5Y | -1.1% | +100.1% | -101.2% | -37.8% |
| All | +625.7% | +1,102.3% | -476.6% | +45.7% |
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