+207.9%
ROL vs UPRO
+1,152.9%
-945.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | -3.4% | +1.5% | -4.9% | -3.7% |
| 30D | -6.9% | -3.7% | -3.2% | -6.3% |
| 3M | -24.6% | +8.0% | -32.6% | -26.2% |
| 6M | -39.5% | +38.7% | -78.2% | -44.2% |
| YTD | -41.1% | +29.5% | -70.7% | -45.0% |
| 1Y | -37.9% | +46.1% | -84.0% | -43.8% |
| 3Y | +0.8% | +229.1% | -228.3% | -28.0% |
| 5Y | -4.7% | +136.0% | -140.7% | -30.8% |
| 10Y | +207.9% | +1,155.3% | -947.4% | +23.0% |
| All | +207.9% | +1,152.9% | -945.0% | +23.0% |
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