+54.9%
RMBS vs UPRO
+218.6%
-163.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +2.1% |
| 7D | +3.5% | -1.3% | +4.8% | +4.5% |
| 30D | -8.6% | -5.0% | -3.6% | -4.5% |
| 3M | -40.3% | +7.5% | -47.8% | -43.8% |
| 6M | -1.0% | +33.2% | -34.2% | -21.4% |
| YTD | -4.6% | +27.7% | -32.3% | -21.2% |
| 1Y | +17.6% | +43.0% | -25.5% | -10.2% |
| All | +54.9% | +218.6% | -163.7% | -38.9% |
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