+112.0%
ROST vs UPRO
+136.1%
-24.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +0.2% | +1.5% | -1.2% | -0.2% |
| 30D | -10.0% | -3.7% | -6.3% | -9.0% |
| 3M | +1.2% | +8.0% | -6.8% | -1.7% |
| 6M | +8.9% | +38.7% | -29.7% | -2.7% |
| YTD | +28.1% | +29.5% | -1.5% | +16.4% |
| 1Y | +53.0% | +46.1% | +6.9% | +33.2% |
| 3Y | +97.9% | +229.1% | -131.2% | +23.2% |
| 5Y | +112.0% | +136.0% | -24.0% | +39.5% |
| All | +112.0% | +136.1% | -24.2% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling