+41.6%
RKT vs UPRO
+240.0%
-198.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +1.4% | -0.9% | +2.3% | +2.0% |
| 3M | +6.3% | +1.9% | +4.3% | +5.5% |
| 6M | -15.5% | +33.1% | -48.6% | -24.3% |
| YTD | -27.4% | +31.8% | -59.2% | -34.8% |
| 1Y | -26.6% | +48.3% | -74.9% | -36.7% |
| All | +41.6% | +240.0% | -198.4% | -35.7% |
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