+4.7%
ROL vs UPRO
+226.4%
-221.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +3.0% | +7.4% | -4.4% | +2.3% |
| 30D | +19.8% | -7.9% | +27.7% | +20.4% |
| 3M | +7.9% | -12.0% | +19.9% | +8.9% |
| 6M | -25.6% | -2.0% | -23.7% | -26.0% |
| YTD | -34.1% | +20.4% | -54.5% | -36.3% |
| 1Y | -31.4% | +24.5% | -55.9% | -33.9% |
| 3Y | +4.7% | +224.4% | -219.7% | -18.6% |
| All | +4.7% | +226.4% | -221.7% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling