+175.6%
RCL vs UPRO
+222.2%
-46.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -19.0% | -0.9% | -18.1% | -18.7% |
| 3M | -9.6% | +1.9% | -11.5% | -11.1% |
| 6M | -6.7% | +33.1% | -39.8% | -20.6% |
| YTD | -3.9% | +31.8% | -35.7% | -18.0% |
| 1Y | -25.1% | +48.3% | -73.4% | -40.4% |
| All | +175.6% | +222.2% | -46.6% | +39.8% |
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