+229.1%
UPRO vs RJF
+76.7%
+152.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.8% |
| 7D | +1.5% | +1.8% | -0.3% | -0.2% |
| 30D | -3.7% | 0.0% | -3.7% | -3.9% |
| 3M | +8.0% | +18.0% | -10.0% | -8.7% |
| 6M | +38.7% | +17.0% | +21.7% | +17.6% |
| YTD | +29.5% | +11.1% | +18.4% | +14.1% |
| 1Y | +46.1% | +8.0% | +38.1% | +32.0% |
| 3Y | +229.1% | +73.3% | +155.8% | +102.7% |
| All | +229.1% | +76.7% | +152.4% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling