+2,718.2%
ROST vs UPRO
+14,289.1%
-11,570.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -8.9% | -0.9% | -8.0% | -8.7% |
| 3M | -0.8% | +1.9% | -2.8% | -2.1% |
| 6M | +8.5% | +33.1% | -24.6% | -2.0% |
| YTD | +28.6% | +31.8% | -3.2% | +16.1% |
| 1Y | +52.3% | +48.3% | +4.1% | +32.0% |
| 3Y | +94.8% | +221.5% | -126.6% | +24.6% |
| 5Y | +110.8% | +136.7% | -26.0% | +38.8% |
| 10Y | +304.5% | +1,179.2% | -874.6% | +42.4% |
| All | +2,718.2% | +14,289.1% | -11,570.9% | +395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling