+1,110.0%
UPRO vs RL
+342.1%
+767.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | +9.7% | +2.4% | +7.3% | +7.7% |
| 30D | -9.8% | +4.6% | -14.3% | -12.5% |
| 3M | -9.1% | -1.1% | -8.0% | -8.5% |
| 6M | +0.9% | +16.5% | -15.6% | -12.4% |
| YTD | +21.9% | +11.4% | +10.5% | +8.7% |
| 1Y | +19.8% | +16.1% | +3.7% | +3.1% |
| 3Y | +227.4% | +252.6% | -25.2% | +14.1% |
| 5Y | +100.1% | +244.9% | -144.8% | -28.0% |
| All | +1,110.0% | +342.1% | +767.8% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling