+19.8%
UPRO vs RNG
+177.2%
-157.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +9.7% | +2.3% | +7.4% | +9.4% |
| 30D | -9.8% | -3.4% | -6.4% | -9.3% |
| 3M | -9.1% | +20.9% | -30.0% | -10.6% |
| 6M | +0.9% | +82.2% | -81.3% | -4.5% |
| YTD | +21.9% | +164.6% | -142.7% | +7.3% |
| 1Y | +19.8% | +177.0% | -157.2% | -1.0% |
| All | +19.8% | +177.2% | -157.4% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling