-1.8%
RMBS vs UPRO
+41.4%
-43.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -1.0% |
| 7D | +1.8% | -2.5% | +4.3% | +4.8% |
| 30D | -13.9% | -4.2% | -9.7% | -9.8% |
| 3M | -39.8% | +8.1% | -47.9% | -45.2% |
| 6M | -6.0% | +35.2% | -41.2% | -32.0% |
| YTD | -5.4% | +28.4% | -33.8% | -27.4% |
| 1Y | -1.8% | +39.3% | -41.1% | -34.1% |
| All | -1.8% | +41.4% | -43.2% | -34.1% |
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