+31.0%
ROK vs UPRO
+97.2%
-66.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.5% |
| 7D | -11.0% | -2.9% | -8.1% | -9.8% |
| 30D | -8.2% | -12.4% | +4.2% | -3.0% |
| 3M | -8.5% | -11.9% | +3.4% | -3.8% |
| 6M | -12.0% | -1.7% | -10.3% | -11.9% |
| YTD | +3.1% | +18.5% | -15.5% | -4.6% |
| 1Y | +2.9% | +17.5% | -14.6% | -4.6% |
| 3Y | +60.7% | +218.4% | -157.7% | -3.0% |
| All | +31.0% | +97.2% | -66.2% | -14.7% |
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