+1,155.8%
UPRO vs RNG
+223.4%
+932.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.5% |
| 7D | -6.0% | -9.6% | +3.6% | -2.1% |
| 30D | -5.8% | +8.8% | -14.6% | -9.3% |
| 3M | +10.8% | +78.6% | -67.8% | -16.0% |
| 6M | +31.6% | +70.3% | -38.7% | -1.1% |
| YTD | +25.4% | +140.3% | -115.0% | -23.2% |
| 1Y | +39.2% | +126.6% | -87.4% | -12.9% |
| 3Y | +218.5% | +120.2% | +98.3% | +88.6% |
| 5Y | +137.1% | -68.3% | +205.4% | +200.5% |
| All | +1,155.8% | +223.4% | +932.4% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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