+1,071.1%
UPRO vs RBA
+225.5%
+845.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | -2.9% | +3.2% | -6.1% | -5.1% |
| 30D | -12.4% | +12.0% | -24.4% | -20.3% |
| 3M | -11.9% | +2.9% | -14.7% | -15.0% |
| 6M | -1.7% | -6.3% | +4.6% | -0.4% |
| YTD | +18.5% | -5.9% | +24.4% | +18.2% |
| 1Y | +17.5% | -3.9% | +21.4% | +15.1% |
| 3Y | +218.4% | +64.9% | +153.5% | +99.5% |
| 5Y | +99.1% | +48.5% | +50.7% | +30.8% |
| 10Y | +1,071.1% | +211.8% | +859.3% | +273.2% |
| All | +1,071.1% | +225.5% | +845.6% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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