+52.3%
ROST vs UPRO
+38.4%
+14.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | -2.5% | -6.0% | +3.5% | -1.2% |
| 30D | -10.3% | -5.8% | -4.5% | -9.2% |
| 3M | -2.6% | +10.8% | -13.4% | -5.1% |
| 6M | +6.5% | +31.6% | -25.0% | -2.1% |
| YTD | +25.9% | +25.4% | +0.5% | +16.6% |
| 1Y | +52.3% | +39.2% | +13.1% | +35.9% |
| All | +52.3% | +38.4% | +14.0% | +35.9% |
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