+1,246.0%
ROL vs UPRO
+14,289.1%
-13,043.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -4.1% | -0.9% | -3.2% | -4.0% |
| 3M | -22.5% | +1.9% | -24.4% | -23.5% |
| 6M | -37.7% | +33.1% | -70.8% | -43.0% |
| YTD | -39.6% | +31.8% | -71.4% | -44.7% |
| 1Y | -36.0% | +48.3% | -84.3% | -43.6% |
| 3Y | -5.1% | +221.5% | -226.6% | -36.4% |
| 5Y | -3.4% | +136.7% | -140.1% | -34.9% |
| 10Y | +215.2% | +1,179.2% | -963.9% | +0.9% |
| All | +1,246.0% | +14,289.1% | -13,043.1% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling