+1,155.3%
UPRO vs RBA
+182.6%
+972.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.1% |
| 7D | +1.5% | -1.1% | +2.5% | +2.3% |
| 30D | -3.7% | -13.2% | +9.5% | +7.0% |
| 3M | +8.0% | -21.4% | +29.3% | +26.7% |
| 6M | +38.7% | -20.9% | +59.5% | +61.7% |
| YTD | +29.5% | -19.9% | +49.4% | +47.7% |
| 1Y | +46.1% | -28.7% | +74.8% | +82.3% |
| 3Y | +229.1% | +27.4% | +201.7% | +153.0% |
| 5Y | +136.0% | +41.7% | +94.3% | +58.3% |
| 10Y | +1,155.3% | +189.6% | +965.7% | +318.2% |
| All | +1,155.3% | +182.6% | +972.7% | +318.2% |
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