+308.5%
ROST vs UPRO
+1,162.5%
-854.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.3% |
| 7D | -2.2% | -1.3% | -0.9% | -1.8% |
| 30D | -11.4% | -5.0% | -6.4% | -9.9% |
| 3M | -1.6% | +7.5% | -9.1% | -4.7% |
| 6M | +6.8% | +33.2% | -26.4% | -4.5% |
| YTD | +25.8% | +27.7% | -1.9% | +13.7% |
| 1Y | +52.4% | +43.0% | +9.4% | +31.8% |
| 3Y | +94.4% | +224.4% | -130.1% | +17.5% |
| 5Y | +108.2% | +135.9% | -27.6% | +30.5% |
| 10Y | +308.5% | +1,232.5% | -924.0% | +29.0% |
| All | +308.5% | +1,162.5% | -854.1% | +29.0% |
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