+1,099.3%
ROP vs UPRO
+12,988.5%
-11,889.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.0% | -8.0% | -3.2% |
| 7D | -1.6% | -0.9% | -0.8% | -1.9% |
| 30D | +29.5% | -11.4% | +41.0% | +33.4% |
| 3M | +17.5% | -10.9% | +28.4% | +20.6% |
| 6M | +38.1% | -0.5% | +38.6% | +35.2% |
| YTD | +7.0% | +19.9% | -12.9% | -2.3% |
| 1Y | +6.5% | +24.2% | -17.7% | -4.1% |
| 3Y | -5.5% | +236.9% | -242.4% | -42.2% |
| 5Y | -0.4% | +96.6% | -96.9% | -33.4% |
| 10Y | +183.6% | +1,091.6% | -908.0% | -19.1% |
| All | +1,099.3% | +12,988.5% | -11,889.3% | +23.4% |
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 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