+2,329.5%
UPRO vs RNG
+343.0%
+1,986.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | +9.7% | +2.3% | +7.4% | +8.7% |
| 30D | -9.8% | -3.4% | -6.4% | -8.5% |
| 3M | -9.1% | +20.9% | -30.0% | -16.4% |
| 6M | +0.9% | +82.2% | -81.3% | -24.7% |
| YTD | +21.9% | +164.6% | -142.7% | -27.4% |
| 1Y | +19.8% | +177.0% | -157.2% | -30.2% |
| 3Y | +227.4% | +177.4% | +50.0% | +78.7% |
| 5Y | +100.1% | -72.3% | +172.4% | +166.9% |
| 10Y | +1,112.3% | +238.9% | +873.4% | +435.2% |
| All | +2,329.5% | +343.0% | +1,986.5% | +887.1% |
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