+417.0%
RSG vs UPRO
+1,226.0%
-809.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -1.8% | -6.0% | +4.2% | -0.6% |
| 30D | +2.8% | -5.8% | +8.6% | +3.9% |
| 3M | +4.3% | +10.8% | -6.5% | +1.6% |
| 6M | -0.5% | +31.6% | -32.1% | -7.1% |
| YTD | +5.2% | +25.4% | -20.2% | -1.0% |
| 1Y | -2.1% | +39.2% | -41.4% | -10.4% |
| 3Y | +56.5% | +218.5% | -162.0% | +13.7% |
| 5Y | +89.5% | +137.1% | -47.5% | +37.9% |
| All | +417.0% | +1,226.0% | -809.1% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling