+44.4%
ROST vs UPRO
+19.8%
+24.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | +0.3% | +7.4% | -7.2% | -1.3% |
| 30D | +0.5% | -7.9% | +8.4% | +1.9% |
| 3M | -5.2% | -12.0% | +6.8% | -3.3% |
| 6M | +9.8% | -2.0% | +11.8% | +9.2% |
| YTD | +29.4% | +20.4% | +9.0% | +20.0% |
| 1Y | +44.4% | +24.5% | +19.8% | +32.4% |
| All | +44.4% | +19.8% | +24.5% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling