+0.8%
ROP vs UPRO
+81.0%
-80.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.8% | -3.1% |
| 7D | +2.1% | -8.7% | +10.8% | +3.9% |
| 30D | +32.9% | -16.9% | +49.8% | +37.8% |
| 3M | +20.3% | -15.3% | +35.6% | +24.0% |
| 6M | +36.8% | -5.7% | +42.5% | +36.3% |
| YTD | +8.1% | +12.1% | -4.0% | +2.6% |
| 1Y | +8.3% | +16.4% | -8.2% | +1.6% |
| 3Y | -3.2% | +210.5% | -213.8% | -32.8% |
| All | +0.8% | +81.0% | -80.2% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling