+2,299.5%
UPRO vs RNG
+340.1%
+1,959.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | +7.4% | +4.6% | +2.8% | +5.5% |
| 30D | -7.9% | +0.4% | -8.3% | -8.1% |
| 3M | -12.0% | +11.4% | -23.4% | -16.3% |
| 6M | -2.0% | +95.7% | -97.6% | -28.9% |
| YTD | +20.4% | +162.9% | -142.5% | -28.1% |
| 1Y | +24.5% | +180.3% | -155.8% | -27.9% |
| 3Y | +224.4% | +188.3% | +36.0% | +74.1% |
| 5Y | +97.6% | -72.5% | +170.1% | +164.4% |
| 10Y | +1,097.3% | +236.7% | +860.7% | +430.0% |
| All | +2,299.5% | +340.1% | +1,959.4% | +877.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling