+13,342.5%
UPRO vs RJF
+2,087.1%
+11,255.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | +0.7% |
| 7D | +0.1% | -0.6% | +0.7% | +0.7% |
| 30D | -0.9% | -1.3% | +0.4% | +0.3% |
| 3M | +1.9% | +18.9% | -16.9% | -18.4% |
| 6M | +33.1% | +15.0% | +18.1% | +10.3% |
| YTD | +31.8% | +12.2% | +19.6% | +10.9% |
| 1Y | +48.3% | +5.6% | +42.6% | +33.3% |
| 3Y | +221.5% | +74.9% | +146.6% | +54.9% |
| 5Y | +136.7% | +106.6% | +30.1% | -3.2% |
| 10Y | +1,179.2% | +433.1% | +746.1% | +82.2% |
| All | +13,342.5% | +2,087.1% | +11,255.4% | +348.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling