+267.0%
RTX vs UPRO
+1,102.3%
-835.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | +3.4% | +9.7% | -6.3% | +0.6% |
| 30D | +8.4% | -9.8% | +18.1% | +11.1% |
| 3M | -10.7% | -9.1% | -1.6% | -8.9% |
| 6M | +11.7% | +0.9% | +10.8% | +9.5% |
| YTD | +9.3% | +21.9% | -12.6% | +0.3% |
| 1Y | +13.3% | +19.8% | -6.5% | +4.3% |
| 3Y | +156.1% | +227.4% | -71.2% | +59.5% |
| 5Y | +148.5% | +100.1% | +48.4% | +66.6% |
| All | +267.0% | +1,102.3% | -835.3% | +11.9% |
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