-34.5%
RBLX vs UPRO
+260.2%
-294.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.1% | 0.0% |
| 7D | +5.1% | -2.5% | +7.6% | +6.6% |
| 30D | +28.0% | -4.2% | +32.2% | +31.0% |
| 3M | +4.6% | +8.1% | -3.4% | -0.8% |
| 6M | -24.7% | +35.2% | -59.9% | -38.2% |
| YTD | -43.8% | +28.4% | -72.3% | -52.4% |
| 1Y | -65.8% | +39.3% | -105.0% | -72.6% |
| 3Y | +59.4% | +219.9% | -160.5% | -33.2% |
| 5Y | -48.2% | +142.8% | -191.1% | -75.1% |
| All | -34.5% | +260.2% | -294.7% | -80.2% |
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