+139.2%
UPRO vs RCAT
+183.7%
-44.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | -0.9% | -3.3% | +2.5% | -0.8% |
| 3M | +1.9% | -43.2% | +45.1% | +7.6% |
| 6M | +33.1% | -43.2% | +76.3% | +38.4% |
| YTD | +31.8% | +5.5% | +26.2% | +26.4% |
| 1Y | +48.3% | -1.6% | +49.9% | +40.8% |
| 3Y | +221.5% | +773.7% | -552.2% | +132.9% |
| All | +139.2% | +183.7% | -44.5% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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