+2,800.9%
ROST vs UPRO
+12,988.5%
-10,187.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.4% | +0.4% |
| 7D | +2.8% | -0.9% | +3.7% | +2.9% |
| 30D | +6.6% | -11.4% | +18.0% | +10.2% |
| 3M | -7.0% | -10.9% | +3.9% | -4.1% |
| 6M | +5.4% | -0.5% | +5.9% | +4.1% |
| YTD | +32.4% | +19.9% | +12.5% | +22.5% |
| 1Y | +48.4% | +24.2% | +24.2% | +35.4% |
| 3Y | +99.5% | +236.9% | -137.5% | +25.3% |
| 5Y | +109.9% | +96.6% | +13.3% | +46.0% |
| 10Y | +315.5% | +1,091.6% | -776.1% | +49.2% |
| All | +2,800.9% | +12,988.5% | -10,187.6% | +422.5% |
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