+2.0%
RDW vs UPRO
+280.4%
-278.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -4.0% |
| 7D | +0.9% | -2.5% | +3.4% | +2.5% |
| 30D | -21.3% | -4.2% | -17.0% | -19.1% |
| 3M | -37.9% | +8.1% | -45.9% | -40.9% |
| 6M | +12.3% | +35.2% | -23.0% | -5.7% |
| YTD | +39.7% | +28.4% | +11.3% | +23.0% |
| 1Y | +25.7% | +39.3% | -13.6% | +5.9% |
| 3Y | +230.8% | +219.9% | +11.0% | +79.2% |
| 5Y | -8.8% | +142.8% | -151.6% | -47.5% |
| All | +2.0% | +280.4% | -278.4% | -46.2% |
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