+139.2%
UPRO vs RNG
-70.0%
+209.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.1% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | -3.7% | +11.4% | -15.1% | -7.8% |
| 3M | +8.0% | +72.1% | -64.1% | -14.5% |
| 6M | +38.7% | +67.9% | -29.3% | +8.0% |
| YTD | +29.5% | +144.3% | -114.8% | -17.7% |
| 1Y | +46.1% | +117.5% | -71.4% | -2.9% |
| 3Y | +229.1% | +123.9% | +105.2% | +102.1% |
| All | +139.2% | -70.0% | +209.2% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling