+379.0%
RCL vs UPRO
+1,163.1%
-784.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.0% | -4.0% | -0.8% |
| 7D | +5.0% | -0.9% | +5.8% | +4.8% |
| 30D | +19.4% | -11.4% | +30.8% | +26.6% |
| 3M | +5.9% | -10.9% | +16.8% | +11.7% |
| 6M | +23.8% | -0.5% | +24.3% | +22.1% |
| YTD | +22.8% | +19.9% | +2.9% | +8.9% |
| 1Y | +34.3% | +24.2% | +10.1% | +16.4% |
| 3Y | +276.4% | +236.9% | +39.5% | +77.2% |
| 5Y | +281.6% | +96.6% | +185.0% | +122.6% |
| 10Y | +379.0% | +1,091.6% | -712.6% | -1.2% |
| All | +379.0% | +1,163.1% | -784.1% | -1.2% |
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