+350.2%
RCL vs UPRO
+1,152.9%
-802.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.7% |
| 7D | -0.5% | +1.5% | -1.9% | -1.3% |
| 30D | -17.3% | -3.7% | -13.6% | -15.7% |
| 3M | -2.8% | +8.0% | -10.7% | -7.3% |
| 6M | -4.4% | +38.7% | -43.0% | -20.6% |
| YTD | -4.2% | +29.5% | -33.7% | -17.7% |
| 1Y | -23.4% | +46.1% | -69.5% | -39.0% |
| 3Y | +179.4% | +229.1% | -49.7% | +34.7% |
| 5Y | +238.8% | +136.0% | +102.8% | +80.1% |
| 10Y | +350.2% | +1,155.3% | -805.1% | +0.5% |
| All | +350.2% | +1,152.9% | -802.7% | +0.5% |
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