+1,110.0%
UPRO vs RRC
+71.8%
+1,038.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | +9.7% | +2.5% | +7.1% | +8.7% |
| 30D | -9.8% | +21.1% | -30.9% | -15.7% |
| 3M | -9.1% | +28.4% | -37.5% | -16.9% |
| 6M | +0.9% | +26.5% | -25.6% | -8.0% |
| YTD | +21.9% | +47.0% | -25.1% | +4.6% |
| 1Y | +19.8% | +35.2% | -15.4% | +5.4% |
| 3Y | +227.4% | +61.0% | +166.4% | +171.2% |
| 5Y | +100.1% | +133.6% | -33.5% | +43.0% |
| All | +1,110.0% | +71.8% | +1,038.2% | +502.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling