+214.9%
ROL vs UPRO
+1,163.1%
-948.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.0% | -4.9% | +0.6% |
| 7D | +7.5% | -0.9% | +8.4% | +7.4% |
| 30D | +21.1% | -11.4% | +32.6% | +23.7% |
| 3M | +3.1% | -10.9% | +14.1% | +5.0% |
| 6M | -27.4% | -0.5% | -26.9% | -28.3% |
| YTD | -34.7% | +19.9% | -54.6% | -38.4% |
| 1Y | -32.9% | +24.2% | -57.1% | -37.3% |
| 3Y | +6.1% | +236.9% | -230.8% | -25.0% |
| 5Y | +16.3% | +96.6% | -80.2% | -12.2% |
| 10Y | +214.9% | +1,091.6% | -876.7% | +24.4% |
| All | +214.9% | +1,163.1% | -948.3% | +24.4% |
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