+534.0%
RMBS vs UPRO
+1,087.5%
-553.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | +10.3% | +7.4% | +2.9% | +6.5% |
| 30D | -10.7% | -7.9% | -2.8% | -6.3% |
| 3M | -17.2% | -12.0% | -5.2% | -10.8% |
| 6M | -39.0% | -2.0% | -37.1% | -37.1% |
| YTD | -10.5% | +20.4% | -30.9% | -15.6% |
| 1Y | -11.0% | +24.5% | -35.5% | -17.2% |
| 3Y | +31.3% | +224.4% | -193.0% | -17.7% |
| 5Y | +242.8% | +97.6% | +145.1% | +143.7% |
| All | +534.0% | +1,087.5% | -553.5% | +60.8% |
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