-20.0%
RKT vs UPRO
+420.2%
-440.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.4% |
| 7D | +4.6% | -2.9% | +7.5% | +5.5% |
| 30D | +25.9% | -12.4% | +38.3% | +32.4% |
| 3M | +5.0% | -11.9% | +16.9% | +10.1% |
| 6M | -7.9% | -1.7% | -6.2% | -8.1% |
| YTD | -25.4% | +18.5% | -43.9% | -31.6% |
| 1Y | -15.4% | +17.5% | -32.9% | -22.1% |
| 3Y | +83.3% | +218.4% | -135.1% | -3.0% |
| 5Y | -0.8% | +99.1% | -99.9% | -40.3% |
| All | -20.0% | +420.2% | -440.3% | -72.8% |
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 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