+99.5%
ROST vs UPRO
+226.4%
-126.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.4% | +0.9% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | +6.6% | -11.4% | +18.0% | +9.3% |
| 3M | -7.0% | -10.9% | +3.9% | -4.9% |
| 6M | +5.4% | -0.5% | +5.9% | +4.4% |
| YTD | +32.4% | +19.9% | +12.5% | +24.6% |
| 1Y | +48.4% | +24.2% | +24.2% | +38.1% |
| 3Y | +99.5% | +236.9% | -137.5% | +40.6% |
| All | +99.5% | +226.4% | -126.9% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling