+218.1%
UPRO vs RNG
+122.1%
+96.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.3% | -4.1% | +2.7% | -0.2% |
| 30D | -5.0% | +8.6% | -13.7% | -7.3% |
| 3M | +7.5% | +78.0% | -70.5% | -10.5% |
| 6M | +33.2% | +67.0% | -33.8% | +10.9% |
| YTD | +27.7% | +142.4% | -114.7% | -10.6% |
| 1Y | +43.0% | +120.4% | -77.4% | +3.6% |
| All | +218.1% | +122.1% | +96.0% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling