+267.7%
RMBS vs UPRO
+136.5%
+131.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.8% |
| 7D | +3.0% | +1.5% | +1.5% | +1.9% |
| 30D | -14.4% | -3.7% | -10.7% | -12.4% |
| 3M | -42.8% | +8.0% | -50.8% | -45.2% |
| 6M | -1.4% | +38.7% | -40.0% | -17.9% |
| YTD | -5.4% | +29.5% | -35.0% | -17.6% |
| 1Y | +18.6% | +46.1% | -27.5% | -2.4% |
| 3Y | +57.3% | +229.1% | -171.8% | -12.9% |
| All | +267.7% | +136.5% | +131.2% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling