+97.5%
UPRO vs RJF
+81.1%
+16.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -2.1% |
| 7D | +7.4% | +3.6% | +3.8% | +3.3% |
| 30D | -7.9% | +7.2% | -15.1% | -14.8% |
| 3M | -12.0% | -6.5% | -5.5% | -5.5% |
| 6M | -2.0% | +10.3% | -12.3% | -13.9% |
| YTD | +20.4% | +6.5% | +13.9% | +8.3% |
| 1Y | +24.5% | +6.1% | +18.4% | +12.4% |
| 3Y | +224.4% | +74.9% | +149.5% | +56.7% |
| All | +97.5% | +81.1% | +16.4% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling