+274.2%
RCL vs UPRO
+210.8%
+63.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.9% |
| 7D | +6.5% | -8.7% | +15.2% | +11.1% |
| 30D | +15.9% | -16.9% | +32.8% | +26.9% |
| 3M | +2.7% | -15.3% | +17.9% | +11.0% |
| 6M | +15.2% | -5.7% | +20.9% | +16.9% |
| YTD | +19.2% | +12.1% | +7.2% | +9.9% |
| 1Y | +31.6% | +16.4% | +15.2% | +18.6% |
| 3Y | +274.2% | +210.5% | +63.7% | +101.7% |
| All | +274.2% | +210.8% | +63.4% | +101.7% |
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