+212.7%
ROL vs UPRO
+1,102.3%
-889.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | -1.7% | +9.7% | -11.4% | -3.6% |
| 30D | +18.5% | -9.8% | +28.3% | +20.5% |
| 3M | +4.3% | -9.1% | +13.5% | +5.7% |
| 6M | -27.7% | +0.9% | -28.6% | -28.8% |
| YTD | -35.8% | +21.9% | -57.7% | -39.6% |
| 1Y | -34.1% | +19.8% | -53.9% | -37.9% |
| 3Y | +2.9% | +227.4% | -224.4% | -26.7% |
| 5Y | +12.7% | +100.1% | -87.4% | -15.3% |
| All | +212.7% | +1,102.3% | -889.6% | +24.5% |
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