+46.4%
ROK vs UPRO
+136.1%
-89.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | +2.8% | +1.5% | +1.3% | +2.2% |
| 30D | -2.4% | -3.7% | +1.3% | -1.0% |
| 3M | -4.7% | +8.0% | -12.7% | -8.1% |
| 6M | +16.8% | +38.7% | -21.9% | +1.5% |
| YTD | +11.4% | +29.5% | -18.2% | -0.6% |
| 1Y | +26.2% | +46.1% | -19.9% | +7.0% |
| 3Y | +51.9% | +229.1% | -177.2% | -10.2% |
| 5Y | +46.4% | +136.0% | -89.6% | -11.7% |
| All | +46.4% | +136.1% | -89.8% | -11.7% |
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