+564.0%
RMBS vs UPRO
+1,250.7%
-686.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.6% |
| 7D | +3.5% | -1.3% | +4.8% | +4.0% |
| 30D | -8.6% | -5.0% | -3.6% | -6.3% |
| 3M | -40.3% | +7.5% | -47.8% | -42.1% |
| 6M | -1.0% | +33.2% | -34.2% | -12.5% |
| YTD | -4.6% | +27.7% | -32.3% | -13.6% |
| 1Y | +17.6% | +43.0% | -25.5% | +2.1% |
| 3Y | +58.6% | +224.4% | -165.8% | -2.1% |
| 5Y | +270.9% | +135.9% | +135.1% | +140.9% |
| All | +564.0% | +1,250.7% | -686.7% | +72.2% |
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