+301.5%
ROST vs UPRO
+1,087.5%
-786.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +0.3% | +7.4% | -7.2% | -2.2% |
| 30D | +0.5% | -7.9% | +8.4% | +2.9% |
| 3M | -5.2% | -12.0% | +6.8% | -1.7% |
| 6M | +9.8% | -2.0% | +11.8% | +8.9% |
| YTD | +29.4% | +20.4% | +9.0% | +18.5% |
| 1Y | +44.4% | +24.5% | +19.8% | +30.5% |
| 3Y | +95.0% | +224.4% | -129.4% | +17.3% |
| 5Y | +111.9% | +97.6% | +14.2% | +40.8% |
| All | +301.5% | +1,087.5% | -786.0% | +31.8% |
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