+57.2%
RBLX vs UPRO
+212.7%
-155.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | +8.1% | -6.0% | +14.1% | +11.0% |
| 30D | +23.9% | -5.8% | +29.7% | +27.0% |
| 3M | +8.1% | +10.8% | -2.7% | +3.0% |
| 6M | -23.7% | +31.6% | -55.3% | -33.2% |
| YTD | -44.6% | +25.4% | -70.0% | -50.4% |
| 1Y | -66.2% | +39.2% | -105.5% | -71.1% |
| All | +57.2% | +212.7% | -155.5% | -15.8% |
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