-17.4%
RMBS vs UPRO
+29.4%
-46.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.9% | -10.9% | -11.6% |
| 7D | -8.9% | -2.6% | -6.4% | -6.5% |
| 30D | -24.8% | -4.3% | -20.5% | -20.8% |
| 3M | -17.6% | -4.3% | -13.3% | -13.3% |
| 6M | -25.7% | +14.7% | -40.4% | -35.3% |
| YTD | -9.8% | +28.0% | -37.8% | -29.5% |
| 1Y | -17.4% | +29.8% | -47.2% | -36.0% |
| All | -17.4% | +29.4% | -46.8% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling