+58.9%
ROK vs UPRO
+221.4%
-162.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.5% |
| 7D | -11.0% | -2.9% | -8.1% | -9.6% |
| 30D | -8.2% | -12.4% | +4.2% | -2.6% |
| 3M | -8.5% | -11.9% | +3.4% | -3.3% |
| 6M | -12.0% | -1.7% | -10.3% | -12.0% |
| YTD | +3.1% | +18.5% | -15.5% | -5.3% |
| 1Y | +2.9% | +17.5% | -14.6% | -5.2% |
| All | +58.9% | +221.4% | -162.5% | -13.2% |
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 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