+240.5%
RCL vs UPRO
+230.4%
+10.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.4% |
| 7D | -0.2% | +9.7% | -9.9% | -5.1% |
| 30D | +14.4% | -9.8% | +24.1% | +19.8% |
| 3M | +5.2% | -9.1% | +14.3% | +9.5% |
| 6M | +26.1% | +0.9% | +25.2% | +23.4% |
| YTD | +17.4% | +21.9% | -4.5% | +3.4% |
| 1Y | +24.7% | +19.8% | +4.9% | +10.5% |
| All | +240.5% | +230.4% | +10.1% | +85.8% |
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