+341.2%
ROK vs UPRO
+1,226.0%
-884.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | -1.6% | -6.0% | +4.4% | +0.8% |
| 30D | -5.4% | -5.8% | +0.3% | -3.3% |
| 3M | -4.0% | +10.8% | -14.8% | -8.3% |
| 6M | +13.3% | +31.6% | -18.2% | +0.8% |
| YTD | +9.3% | +25.4% | -16.0% | -0.9% |
| 1Y | +25.8% | +39.2% | -13.4% | +9.1% |
| 3Y | +49.1% | +218.5% | -169.4% | -10.5% |
| 5Y | +45.9% | +137.1% | -91.2% | -9.8% |
| All | +341.2% | +1,226.0% | -884.8% | +2.3% |
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