+210.5%
UPRO vs RL
+240.1%
-29.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.8% |
| 7D | -8.7% | -4.2% | -4.5% | -5.5% |
| 30D | -16.9% | +4.3% | -21.2% | -18.9% |
| 3M | -15.3% | -4.6% | -10.7% | -12.5% |
| 6M | -5.7% | +1.7% | -7.4% | -8.3% |
| YTD | +12.1% | +7.3% | +4.7% | +3.9% |
| 1Y | +16.4% | +20.8% | -4.4% | -1.8% |
| 3Y | +210.5% | +247.0% | -36.4% | +50.0% |
| All | +210.5% | +240.1% | -29.5% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling