+139.2%
UPRO vs RBA
+45.3%
+93.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +0.1% | -2.9% | +3.0% | +2.0% |
| 30D | -0.9% | -12.3% | +11.4% | +7.6% |
| 3M | +1.9% | -20.5% | +22.5% | +16.0% |
| 6M | +33.1% | -18.5% | +51.7% | +48.5% |
| YTD | +31.8% | -18.2% | +50.0% | +45.3% |
| 1Y | +48.3% | -27.5% | +75.8% | +77.7% |
| 3Y | +221.5% | +38.1% | +183.4% | +148.3% |
| All | +139.2% | +45.3% | +93.9% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling