+135.9%
UPRO vs RJF
+106.2%
+29.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.0% |
| 30D | -5.0% | -2.0% | -3.0% | -3.0% |
| 3M | +7.5% | +16.3% | -8.8% | -10.4% |
| 6M | +33.2% | +16.9% | +16.3% | +9.7% |
| YTD | +27.7% | +10.4% | +17.3% | +10.7% |
| 1Y | +43.0% | +7.4% | +35.6% | +27.2% |
| 3Y | +224.4% | +72.2% | +152.2% | +61.7% |
| 5Y | +135.9% | +105.1% | +30.8% | -3.8% |
| All | +135.9% | +106.2% | +29.7% | -3.8% |
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